MSCI World Price Index USD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.45% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 20.82 | |
| 0.0156 | 7.50 | |
| 0.9028 | 459.42 | |
| 0.1292 | 25.63 |
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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