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MSCI NETHERLANDS APARCH VOLATILITY GRAPH
?
Volatility Prediction for Wednesday, June 19:
16.67% (-0.39)
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Date Range:
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Window:
3m
·
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)
:
$22.18
Return
:
0.86%
1 Week Pred
:
16.93%
Avg Week Vol
:
17.06%
Avg Month Vol
:
17.19%
1 Month Pred
:
17.84%
Min Vol
:
11.33%
Max Vol
:
101.22%
6 Months Pred
:
21.65%
Avg Vol
:
26.42%
Vol of Vol
:
29.54%
1 Year Pred
:
23.48%
Models
Assets
Analysis on MSCI Netherlands
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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