iShares MSCI ACWI ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.21% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0955 | 7.16 | |
| 0.1231 | 9.37 | |
| 0.8483 | 61.22 | |
| 0.0379 | 3.13 | |
| -0.0744 | -3.83 | |
| 0.0650 | 4.28 | |
| -0.0378 | -3.75 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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