Morgan Stanley AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.81%
decreased by 1.04%
1 Week
29.12%
decreased by 0.73%
1 Month
30.22%
increased by 0.37%
Analysis last updated: Saturday, June 13, 2026 at 12:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 1.69 | |
| 0.0664 | 41.90 | |
| 0.9198 | 546.53 | |
| 1.0428 | 27.03 |
Estimation Period:
Feb 23, 1993 to Jun 12, 2026
Feb 23, 1993 to Jun 12, 2026
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