V-Lab: MSCI World GAS-GARCH Student T Volatility Analysis

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MSCI World GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 10th, 2025:7.46% (-0.15%)

Analysis last updated: Saturday, October 11, 2025 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8295	7.05
$α$	0.0880	35.75
$β$	0.9886	599.87
$ν$	7.6861	6.49

Estimation Period:
Jan 1, 1990 to Apr 4, 2025