iShares MSCI World ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.24% (+3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 15.47 | |
| 0.0210 | 2.98 | |
| 0.8601 | 187.64 | |
| 0.1849 | 13.90 |
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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