MSCI Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.60% (-2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1602 | 10.53 | |
| 0.0887 | 18.45 | |
| 0.8763 | 135.10 |
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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