iShares MSCI ACWI ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
21.57%
increased by 4.20%
1 Week
21.40%
increased by 4.03%
1 Month
20.66%
increased by 3.29%
Analysis last updated: Tuesday, June 23, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8555 | 281.61 | |
| 0.1808 | 35.05 | |
| 0.0706 | 1.73 | |
| 0.3689 | 1.74 | |
| 0.5673 | 2.27 |
Estimation Period:
May 31, 2000 to Jun 18, 2026
May 31, 2000 to Jun 18, 2026
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