V-Lab: iShares MSCI ACWI ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

iShares MSCI ACWI ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:10.07% (-0.15%)

Analysis last updated: Wednesday, July 30, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1062	7.11
$α$	0.1243	9.37
$β$	0.8477	61.10
$γ_{1}$	0.0429	3.32
$γ_{2}$	-0.0830	-3.99
$γ_{3}$	0.0702	4.37
$γ_{4}$	-0.0396	-3.76

Estimation Period:
May 31, 2000 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts