MSCI USA AGARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:13.50% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0040 | -0.97 | |
| 0.0961 | 26.81 | |
| 0.8794 | 239.50 | |
| 0.5964 | 12.80 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Jan 1, 1990 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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