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MSCI USA EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:16.11% (+3.42%)
Analysis last updated: Friday, November 14, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI USA EGARCH
paramt-stat
ω0.00541.93
α0.142335.26
β0.9740701.22
γ-0.1227-31.25
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts