iShares MSCI World ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.69% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6309 | 6.12 | |
| 0.1432 | 6.58 | |
| 0.8163 | 35.32 | |
| 0.0366 | 3.74 | |
| -0.0439 | -3.57 |
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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