MSCI World MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
9.92%
decreased by 0.21%
1 Week
10.48%
increased by 0.35%
1 Month
11.85%
increased by 1.72%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0012 | 0.64 | |
| 0.8316 | 240.97 | |
| 0.1853 | 49.72 | |
| 0.0142 | 4.41 | |
| 0.1612 | 6.21 | |
| 0.8186 | 27.44 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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