MSCI USA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:17.21% (-0.37%)
Parameter Estimates
param | t-stat | |
---|---|---|
66 | ||
0.0000 | 0.00 | |
0.8477 | 238.31 | |
0.1875 | 43.22 | |
0.0111 | 5.64 | |
0.0702 | 4.75 | |
0.9188 | 55.53 |
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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