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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0246	17.19***
α ARCH Response to squared shocks	0.0099	3.36***
β GARCH Volatility persistence	0.8879	398.87***
γ leverage Additional response to negative shocks	0.1637	23.20***

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iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI ACWI ETF Analyses