iShares MSCI ACWI ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
15.12%
decreased by 1.14%
1 Week
15.22%
decreased by 1.04%
1 Month
15.60%
decreased by 0.66%
Analysis last updated: Saturday, May 2, 2026 at 03:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3655 | 7.51 | |
| 0.1038 | 31.90 | |
| 0.9859 | 495.19 | |
| 8.3815 | 5.86 |
Estimation Period:
May 31, 2000 to May 1, 2026
May 31, 2000 to May 1, 2026
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