iShares MSCI ACWI ETF GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
17.30%
decreased by 0.28%
1 Week
17.34%
decreased by 0.24%
1 Month
17.48%
decreased by 0.10%
Analysis last updated: Friday, May 8, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 20.89 | |
| 0.1185 | 38.45 | |
| 0.8631 | 282.24 |
Estimation Period:
May 31, 2000 to May 8, 2026
May 31, 2000 to May 8, 2026
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