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MSCI USA GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:11.01% (-0.39%)
Analysis last updated: Friday, December 12, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI USA GARCH
paramt-stat
ω0.015720.11
α0.093541.29
β0.8937402.21
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts