V-Lab: MSCI USA GAS-GARCH Student T Volatility Analysis

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MSCI USA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:13.83% (+1.05%)

Analysis last updated: Saturday, November 8, 2025 at 03:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4541	4.68
$α$	0.0799	44.20
$β$	0.9926	591.16
$ν$	6.2302	9.02

Estimation Period:
Jan 1, 1990 to Apr 17, 2025