MSCI World Price Index USD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.65% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0031 | -2.02 | |
| 0.1420 | 40.15 | |
| 0.9779 | 830.16 | |
| -0.0961 | -27.57 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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