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MSCI EAFE ASY. MEM VOLATILITY GRAPH
?
Volatility Prediction for Monday, June 17:
19.98% (-0.04)
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Date Range:
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Window:
3m
·
6m
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1y
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2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$59.80
Return
:
-1.1%
1 Week Pred
:
20.33%
Avg Week Vol
:
19.93%
Avg Month Vol
:
17.34%
1 Month Pred
:
21.45%
Min Vol
:
9.86%
Max Vol
:
127.65%
6 Months Pred
:
24.77%
Avg Vol
:
25.24%
Vol of Vol
:
35.23%
1 Year Pred
:
25.76%
Models
Assets
Analysis on MSCI EAFE
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
Asy. MEM analysis on International Equities
Bidu Inc/China
Gazprom OAO
MSCI Belgium
MSCI Brazil
MSCI Canada
MSCI FTSE/Xinhua China 25
MSCI Germany
MSCI Hong Kong
MSCI Italy
MSCI Japan
MSCI Mexico
MSCI Netherlands
MSCI Spain
MSCI Sweden
MSCI UK
Documentation
Volatility Analysis
Asy. MEM