MSCI World EGARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
10.68%
decreased by 0.17%
1 Week
10.82%
decreased by 0.03%
1 Month
11.33%
increased by 0.48%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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