iShares MSCI ACWI ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
19.85%
increased by 2.37%
1 Week
19.79%
increased by 2.31%
1 Month
19.57%
increased by 2.09%
Analysis last updated: Tuesday, June 23, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0872 | 7.13 | |
| 0.1210 | 9.40 | |
| 0.8508 | 62.70 | |
| 0.0352 | 3.00 | |
| -0.0700 | -3.73 | |
| 0.0632 | 4.27 | |
| -0.0382 | -3.85 |
Estimation Period:
May 31, 2000 to Jun 18, 2026
May 31, 2000 to Jun 18, 2026
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