iShares Low Carbon Optimized MSCI ACWI ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.49% (+4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1181 | 4.96 | |
| 0.1429 | 6.09 | |
| 0.8156 | 32.90 | |
| 0.0557 | 2.35 | |
| -0.1058 | -2.29 |
Estimation Period:
Dec 9, 2014 to Feb 6, 2026
Dec 9, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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