iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:17.78% (+5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 17.29 | |
| 0.0109 | 3.43 | |
| 0.8859 | 389.23 | |
| 0.1646 | 22.61 |
Estimation Period:
May 31, 2000 to Feb 27, 2026
May 31, 2000 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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