iShares MSCI ACWI ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.98% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3656 | 7.48 | |
| 0.1044 | 31.85 | |
| 0.9859 | 490.48 | |
| 8.3761 | 5.85 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
Other iShares MSCI ACWI ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs