iShares MSCI ACWI ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:17.94% (+5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8540 | 273.91 | |
| 0.1822 | 34.24 | |
| 0.0708 | 1.76 | |
| 0.3789 | 1.77 | |
| 0.5551 | 2.19 |
Estimation Period:
May 31, 2000 to Feb 27, 2026
May 31, 2000 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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