MSCI World GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
11.49%
decreased by 0.45%
1 Week
11.59%
decreased by 0.35%
1 Month
11.93%
decreased by 0.01%
Analysis last updated: Saturday, May 23, 2026 at 01:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 21.99 | |
| 0.0210 | 9.96 | |
| 0.8948 | 470.69 | |
| 0.1348 | 24.16 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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