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MSCI USA AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:16.12% (+0.19%)
Analysis last updated: Friday, October 17, 2025 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI USA AGARCH
paramt-stat
ω-0.0040-0.97
α0.096126.81
β0.8794239.50
γ0.596412.80
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts