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MSCI EAFE GJR-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Tuesday, May 28:
15.76% (+0.34)
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MSCI EAFE
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Date Range:
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Window:
3m
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6m
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1y
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2y
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5y
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all
Volatility Summary Table
Closing Price (USD)
:
$61.45
Return
:
-0.87%
1 Week Pred
:
15.87%
Avg Week Vol
:
15.59%
Avg Month Vol
:
13.92%
1 Month Pred
:
16.23%
Min Vol
:
10.34%
Max Vol
:
92.61%
6 Months Pred
:
17.61%
Avg Vol
:
23.52%
Vol of Vol
:
29.41%
1 Year Pred
:
18.18%
Models
Assets
Analysis on MSCI EAFE
Asy. MEM
- High-Low Range Series
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
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
GJR-GARCH analysis on International Equities
Bidu Inc/China
Gazprom OAO
MSCI Australia
MSCI Belgium
MSCI Brazil
MSCI BRIC
MSCI Canada
MSCI Emerging Markets
MSCI France
MSCI FTSE China
MSCI FTSE/Xinhua China 25
MSCI Germany
MSCI Hong Kong
MSCI Italy
MSCI Japan
MSCI Mexico
MSCI Netherlands
MSCI Singapore
MSCI Spain
MSCI Sweden
MSCI Switzerland
MSCI Taiwan
MSCI UK
Documentation
Volatility Analysis
GJR-GARCH