MSCI World EGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:10.48% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0049 | -3.56 | |
| 0.1577 | 45.84 | |
| 0.9768 | 937.46 | |
| -0.0957 | -29.29 |
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 EGARCH Analyses on Equity Indices