MSCI Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.98% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7240 | 3.38 | |
| 0.1234 | 5.68 | |
| 0.7010 | 14.17 | |
| -0.5027 | -1.58 | |
| 0.9937 | 1.88 | |
| -0.9048 | -1.80 | |
| 0.7441 | 1.73 | |
| -0.4851 | -1.96 | |
| 0.3932 | 2.21 | |
| -0.4710 | -2.70 | |
| 0.4325 | 2.48 | |
| -0.5262 | -2.07 | |
| 0.7503 | 1.73 |
Estimation Period:
Nov 15, 2007 to Feb 6, 2026
Nov 15, 2007 to Feb 6, 2026
News Impact Curve
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