iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
12.04%
decreased by 0.46%
1 Week
12.30%
decreased by 0.20%
1 Month
13.17%
increased by 0.67%
Analysis last updated: Saturday, May 2, 2026 at 03:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 17.17 | |
| 0.0098 | 3.19 | |
| 0.8869 | 393.66 | |
| 0.1652 | 23.00 |
Estimation Period:
May 31, 2000 to May 1, 2026
May 31, 2000 to May 1, 2026
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