MSCI World Price Index USD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.38% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2531 | 7.12 | |
| 0.1071 | 9.50 | |
| 0.8535 | 63.62 | |
| 0.0218 | 0.92 | |
| 0.0319 | 0.83 | |
| -0.1393 | -5.05 | |
| 0.1773 | 7.43 | |
| -0.1816 | -7.66 | |
| 0.1457 | 5.08 | |
| -0.0570 | -1.73 | |
| -0.0343 | -0.73 |
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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