MSCI Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.55% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 4.96 | |
| 0.0777 | 12.54 | |
| 0.9878 | 668.36 | |
| -0.0640 | -12.34 |
Estimation Period:
Nov 15, 2007 to Feb 6, 2026
Nov 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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