iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
14.74%
decreased by 0.53%
1 Week
14.86%
decreased by 0.41%
1 Month
15.26%
decreased by 0.01%
Analysis last updated: Thursday, May 21, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 17.30 | |
| 0.0108 | 3.53 | |
| 0.8867 | 393.24 | |
| 0.1639 | 22.97 |
Estimation Period:
May 31, 2000 to May 15, 2026
May 31, 2000 to May 15, 2026
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