MSCI USA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:16.59% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 19.64 | |
| 0.0027 | 1.21 | |
| 0.9073 | 432.26 | |
| 0.1472 | 29.06 |
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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