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MSCI NETHERLANDS ASY. POWER MEM VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
16.50% (+1.08)
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MSCI Netherlands
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$21.96
Return
:
0.83%
1 Week Pred
:
18.08%
Avg Week Vol
:
15.74%
Avg Month Vol
:
16.37%
1 Month Pred
:
23.11%
Min Vol
:
10.73%
Max Vol
:
434.3%
6 Months Pred
:
44.88%
Avg Vol
:
32.75%
Vol of Vol
:
67.19%
1 Year Pred
:
61.69%
Models
Assets
Analysis on MSCI Netherlands
Asy. 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. Power MEM analysis on International Equities
MSCI Brazil
MSCI Canada
MSCI EAFE
MSCI FTSE/Xinhua China 25
MSCI Germany
MSCI Hong Kong
MSCI Italy
MSCI Spain
Documentation
Volatility Analysis
Asy. Power MEM