MSCI World GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
16.85%
decreased by 0.64%
1 Week
16.77%
decreased by 0.72%
1 Month
16.47%
decreased by 1.02%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 21.99 | |
| 0.0210 | 9.96 | |
| 0.8948 | 470.69 | |
| 0.1348 | 24.16 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
Other MSCI World Analyses
Other GJR-GARCH Analyses on Equity Indices