MSCI World GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
16.00%
increased by 1.76%
1 Week
15.97%
increased by 1.73%
1 Month
15.84%
increased by 1.60%
Analysis last updated: Friday, March 27, 2026 at 07:06 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
Other MSCI World Analyses
Other GAS-GARCH Student T Analyses on Equity Indices