iShares MSCI ACWI ex US ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.67% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 3.63 | |
| 0.1746 | 28.27 | |
| 0.9801 | 734.69 | |
| -0.1067 | -22.46 |
Estimation Period:
Apr 1, 2008 to Feb 6, 2026
Apr 1, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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