MSCI World GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
17.29%
decreased by 1.00%
1 Week
17.25%
decreased by 1.04%
1 Month
17.08%
decreased by 1.21%
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 | |
|---|---|---|
| 0.0123 | 24.45 | |
| 0.1098 | 45.83 | |
| 0.8772 | 372.95 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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