MSCI USA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:15.14% (+1.30%)
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
Other MSCI USA Analyses
Other GJR-GARCH Analyses on Equity Indices