iShares MSCI ACWI ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
15.00%
decreased by 0.67%
1 Week
15.01%
decreased by 0.66%
1 Month
15.04%
decreased by 0.63%
Analysis last updated: Tuesday, May 12, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0948 | 7.32 | |
| 0.1222 | 9.34 | |
| 0.8483 | 61.13 | |
| 0.0392 | 3.32 | |
| -0.0784 | -4.08 | |
| 0.0753 | 4.34 | |
| -0.0659 | -2.51 |
Estimation Period:
May 31, 2000 to May 8, 2026
May 31, 2000 to May 8, 2026
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