MSCI World GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
15.41%
increased by 0.75%
1 Week
15.37%
decreased by 0.04%
1 Month
15.22%
decreased by 0.19%
Analysis last updated: Friday, March 20, 2026 at 10:40 PM UTC
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
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