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MSCI GERMANY APARCH VOLATILITY GRAPH
?
Volatility Prediction for Thursday, May 23:
15.89% (+0.15)
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VIX
MSCI Germany
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Date Range:
from
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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)
:
$26.34
Return
:
-0.53%
1 Week Pred
:
16.31%
Avg Week Vol
:
15.94%
Avg Month Vol
:
17.9%
1 Month Pred
:
17.75%
Min Vol
:
10.88%
Max Vol
:
97.2%
6 Months Pred
:
23.58%
Avg Vol
:
27.83%
Vol of Vol
:
30.02%
1 Year Pred
:
26.17%
Models
Assets
Analysis on MSCI Germany
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- 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
APARCH analysis on International Equities
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MSCI FTSE/Xinhua China 25
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