MSCI World APARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
11.67%
decreased by 0.60%
1 Week
11.80%
decreased by 0.47%
1 Month
12.27%
decreased by 0.00%
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 | |
|---|---|---|
| 0.0182 | 34.01 | |
| 0.0844 | 41.74 | |
| 0.9104 | 494.77 | |
| 0.6270 | 27.85 | |
| 1.1410 | 42.65 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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