iShares MSCI ACWI ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.56%
decreased by 0.83%
1 Week
14.80%
decreased by 0.59%
1 Month
15.56%
increased by 0.17%
Analysis last updated: Friday, May 22, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0897 | 7.13 | |
| 0.1219 | 9.42 | |
| 0.8498 | 62.28 | |
| 0.0354 | 3.00 | |
| -0.0702 | -3.72 | |
| 0.0627 | 4.22 | |
| -0.0373 | -3.76 |
Estimation Period:
May 31, 2000 to May 22, 2026
May 31, 2000 to May 22, 2026
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