iShares MSCI World ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.00% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6460 | 6.11 | |
| 0.1429 | 6.51 | |
| 0.8152 | 34.75 | |
| 0.0425 | 3.24 | |
| -0.0594 | -2.26 |
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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