iShares MSCI ACWI ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:9.61% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0985 | 7.11 | |
| 0.1235 | 9.40 | |
| 0.8483 | 61.29 | |
| 0.0380 | 3.10 | |
| -0.0744 | -3.79 | |
| 0.0642 | 4.17 | |
| -0.0364 | -3.57 |
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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