iShares MSCI ACWI ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
21.13%
increased by 3.94%
1 Week
20.99%
increased by 3.80%
1 Month
20.51%
increased by 3.32%
Analysis last updated: Tuesday, June 23, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 17.26 | |
| 0.0101 | 3.37 | |
| 0.8879 | 396.72 | |
| 0.1631 | 23.10 |
Estimation Period:
May 31, 2000 to Jun 18, 2026
May 31, 2000 to Jun 18, 2026
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