MSCI World Price Index USD MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.38% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0050 | 1.60 | |
| 0.8313 | 205.82 | |
| 0.1783 | 39.46 | |
| 0.0063 | 5.12 | |
| 0.0655 | 5.93 | |
| 0.9257 | 74.90 |
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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