iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:8.98% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 17.30 | |
| 0.0120 | 3.69 | |
| 0.8847 | 385.84 | |
| 0.1653 | 22.54 |
Estimation Period:
May 31, 2000 to Jan 16, 2026
May 31, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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