MSCI World AGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
14.19%
decreased by 0.93%
1 Week
14.21%
decreased by 0.91%
1 Month
14.27%
decreased by 0.85%
Analysis last updated: Friday, April 17, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 3.21 | |
| 0.0997 | 45.09 | |
| 0.8757 | 375.99 | |
| 0.4155 | 27.91 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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