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V-Lab
V-Lab
MSCI World GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:10.37% (-0.36%)
Analysis last updated: Saturday, December 6, 2025 at 02:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI World GARCH
paramt-stat
ω0.012324.45
α0.109845.83
β0.8772372.95
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts