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MSCI BELGIUM EGARCH VOLATILITY GRAPH
?
Volatility Prediction for Thursday, June 20:
18.49% (+2.47)
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MSCI Belgium
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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)
:
$14.57
Return
:
-1.7%
1 Week Pred
:
18.81%
Avg Week Vol
:
17.08%
Avg Month Vol
:
17.26%
1 Month Pred
:
19.9%
Min Vol
:
10.21%
Max Vol
:
96.65%
6 Months Pred
:
24.07%
Avg Vol
:
26.28%
Vol of Vol
:
27.69%
1 Year Pred
:
25.53%
Models
Assets
Analysis on MSCI Belgium
Asy. MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- 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
EGARCH analysis on International Equities
Bidu Inc/China
Gazprom OAO
MSCI Australia
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MSCI FTSE/Xinhua China 25
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EGARCH