MSCI World GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:7.29% (-0.11%)
Parameter 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
News Impact Curve
Volatility Forecasts
Other MSCI World Analyses
Other GARCH Analyses on Equity Indices