V-Lab: MSCI World APARCH Volatility Analysis

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V-Lab

MSCI World APARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:11.32% (+0.62%)

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
$ω$	0.0182	34.01
$α$	0.0844	41.74
$β$	0.9104	494.77
$γ$	0.6270	27.85
$δ$	1.1410	42.65

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts