MSCI World GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
8.94%
decreased by 0.31%
1 Week
9.16%
decreased by 0.09%
1 Month
9.91%
increased by 0.66%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM 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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