MSCI World GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:13.02% (-0.59%)
Parameter 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
News Impact Curve
Volatility Forecasts
Other MSCI World Analyses
Other GJR-GARCH Analyses on Equity Indices