iShares MSCI ACWI ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.47%
increased by 8.12%
1 Week
20.37%
increased by 8.02%
1 Month
20.06%
increased by 7.71%
Analysis last updated: Friday, June 5, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0885 | 7.13 | |
| 0.1212 | 9.38 | |
| 0.8505 | 62.48 | |
| 0.0354 | 3.01 | |
| -0.0703 | -3.74 | |
| 0.0634 | 4.27 | |
| -0.0383 | -3.85 |
Estimation Period:
May 31, 2000 to Jun 5, 2026
May 31, 2000 to Jun 5, 2026
Other iShares MSCI ACWI ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs