V-Lab: MSCI USA Zero Slope Spline-GARCH Volatility Analysis

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MSCI USA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:14.30% (+0.66%)

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
$ω$	1.1468	7.04
$α$	0.0964	9.57
$β$	0.8704	72.66
$γ_{1}$	0.0476	1.60
$γ_{2}$	-0.0084	-0.18
$γ_{3}$	-0.1283	-3.87
$γ_{4}$	0.1738	6.20
$γ_{5}$	-0.1520	-5.77
$γ_{6}$	0.1020	3.29
$γ_{7}$	-0.0264	-0.85
$γ_{8}$	-0.0208	-0.92

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

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Volatility Forecasts

Volatility Forecasts