MSCI World MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.01%
decreased by 1.13%
1 Week
17.70%
decreased by 1.44%
1 Month
16.95%
decreased by 2.19%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM 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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