iShares MSCI ACWI ex US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.46% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 17.51 | |
| 0.0296 | 7.18 | |
| 0.8877 | 334.86 | |
| 0.1370 | 17.04 |
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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