MSCI Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.45% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0939 | 14.68 | |
| 0.0209 | 6.24 | |
| 0.9217 | 242.87 | |
| 0.0736 | 6.95 |
Estimation Period:
Nov 15, 2007 to Feb 6, 2026
Nov 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities