MSCI World AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.44% (+6.22%)
Parameter 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
News Impact Curve
Volatility Forecasts
Other MSCI World Analyses
Other AGARCH Analyses on Equity Indices