iShares Currency Hedged MSCI ACWI EX US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.14% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9428 | 4.59 | |
| 0.1241 | 4.48 | |
| 0.7733 | 17.69 | |
| 0.2151 | 4.13 | |
| -0.2885 | -4.03 | |
| 0.0985 | 2.97 |
Estimation Period:
Jul 1, 2015 to Feb 6, 2026
Jul 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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