iShares MSCI World ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.60% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 1.13 | |
| 0.1378 | 11.76 | |
| 0.9590 | 345.44 | |
| -0.1449 | -17.21 |
Estimation Period:
Jan 12, 2012 to Feb 6, 2026
Jan 12, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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