iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.52%
decreased by 0.59%
1 Week
13.70%
decreased by 0.41%
1 Month
14.31%
increased by 0.20%
Analysis last updated: Friday, May 22, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 17.25 | |
| 0.0106 | 3.47 | |
| 0.8871 | 394.07 | |
| 0.1637 | 22.99 |
Estimation Period:
May 31, 2000 to May 22, 2026
May 31, 2000 to May 22, 2026
Other iShares MSCI ACWI ETF Analyses
Other GJR-GARCH Analyses on ETFs