iShares MSCI ACWI ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:8.25% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1023 | 7.41 | |
| 0.1235 | 9.24 | |
| 0.8463 | 59.33 | |
| 0.0430 | 3.56 | |
| -0.0855 | -4.33 | |
| 0.0822 | 4.63 | |
| -0.0780 | -2.95 |
Estimation Period:
May 31, 2000 to Jan 16, 2026
May 31, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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