iShares MSCI World ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.29% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0135 | 2.15 | |
| 0.8124 | 170.88 | |
| 0.2214 | 26.02 | |
| 0.1586 | 0.37 | |
| 0.8470 | 0.37 | |
| 0.0000 | 0.00 |
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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