V-Lab: iShares MSCI ACWI ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

iShares MSCI ACWI ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, October 1st, 2024:12.41% (-0.87%)

Analysis last updated: Monday, September 30, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4015	6.96
$α$	0.1048	29.71
$β$	0.9867	482.99
$ν$	9	5.11

Estimation Period:
May 31, 2000 to Sep 27, 2024