V-Lab: MSCI USA MF2-GARCH Volatility Analysis

V-Lab

MSCI USA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 2nd, 2025:21.60% (-1.41%)

Analysis last updated: Friday, May 2, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8477	238.31
$γ$	0.1875	43.22
$λ_{1}$	0.0111	5.64
$λ_{2}$	0.0702	4.75
$λ_{3}$	0.9188	55.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts