V-Lab: iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis

V-Lab

iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:9.23% (+0.09%)

Analysis last updated: Wednesday, July 30, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0246	17.08
$α$	0.0126	3.89
$β$	0.8854	385.78
$γ$	0.1638	22.34

Estimation Period:
May 31, 2000 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts