MSCI Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.77% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7361 | 3.40 | |
| 0.1237 | 5.73 | |
| 0.7004 | 14.26 | |
| -0.4802 | -1.51 | |
| 0.9553 | 1.80 | |
| -0.8749 | -1.73 | |
| 0.7156 | 1.65 | |
| -0.4550 | -1.83 | |
| 0.3577 | 2.01 | |
| -0.4186 | -2.40 | |
| 0.3412 | 1.93 | |
| -0.3462 | -1.44 | |
| 0.3115 | 1.45 |
Estimation Period:
Nov 15, 2007 to Feb 6, 2026
Nov 15, 2007 to Feb 6, 2026
News Impact Curve
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