MSCI Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.27% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 1.02 | |
| 0.0780 | 25.92 | |
| 0.8885 | 284.79 | |
| 1.3913 | 13.29 |
Estimation Period:
Nov 15, 2007 to Feb 6, 2026
Nov 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities