iShares MSCI ACWI ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:9.02% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8539 | 272.62 | |
| 0.1832 | 34.32 | |
| 0.0701 | 1.80 | |
| 0.3824 | 1.81 | |
| 0.5521 | 2.22 |
Estimation Period:
May 31, 2000 to Jan 16, 2026
May 31, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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