iShares MSCI ACWI ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.37% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8538 | 272.85 | |
| 0.1829 | 34.30 | |
| 0.0711 | 1.76 | |
| 0.3790 | 1.77 | |
| 0.5550 | 2.19 |
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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