iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.02% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 17.35 | |
| 0.0112 | 3.48 | |
| 0.8853 | 387.63 | |
| 0.1652 | 22.60 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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