MSCI World GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
9.13%
decreased by 0.49%
1 Week
9.28%
decreased by 0.34%
1 Month
9.83%
increased by 0.21%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8295 | 7.05 | |
| 0.0880 | 35.75 | |
| 0.9886 | 599.87 | |
| 7.6861 | 6.49 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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