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MSCI ITALY AGARCH VOLATILITY GRAPH
?
Volatility Prediction for Thursday, June 20:
25.23% (+1.52)
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MSCI Italy
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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)
:
$12.71
Return
:
-2.87%
1 Week Pred
:
25.33%
Avg Week Vol
:
24.55%
Avg Month Vol
:
22.77%
1 Month Pred
:
25.67%
Min Vol
:
10.41%
Max Vol
:
90.27%
6 Months Pred
:
27.14%
Avg Vol
:
28.77%
Vol of Vol
:
30.07%
1 Year Pred
:
27.87%
Models
Assets
Analysis on MSCI Italy
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range 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
AGARCH analysis on International Equities
Bidu Inc/China
Gazprom OAO
MSCI Australia
MSCI Belgium
MSCI Brazil
MSCI BRIC
MSCI Canada
MSCI EAFE
MSCI Emerging Markets
MSCI France
MSCI FTSE China
MSCI FTSE/Xinhua China 25
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