iShares MSCI ACWI ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:8.81% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3654 | 7.44 | |
| 0.1047 | 32.09 | |
| 0.9861 | 496.27 | |
| 8.4122 | 5.86 |
Estimation Period:
May 31, 2000 to Jan 16, 2026
May 31, 2000 to Jan 16, 2026
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