iShares MSCI ACWI ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.62% (+4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0980 | 7.41 | |
| 0.1230 | 9.24 | |
| 0.8467 | 59.78 | |
| 0.0416 | 3.47 | |
| -0.0827 | -4.22 | |
| 0.0784 | 4.44 | |
| -0.0684 | -2.59 |
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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