iShares MSCI ACWI ex US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.67% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7432 | 7.68 | |
| 0.1219 | 7.51 | |
| 0.8500 | 52.41 | |
| 0.0207 | 4.51 | |
| -0.0228 | -3.78 |
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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