MSCI World Price Index USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.51% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8318 | 7.52 | |
| 0.0847 | 37.54 | |
| 0.9879 | 597.98 | |
| 7.0249 | 7.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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