Morgan Stanley GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
32.48%
decreased by 0.63%
1 Week
32.61%
decreased by 0.50%
1 Month
33.10%
decreased by 0.01%
Analysis last updated: Tuesday, June 16, 2026 at 11:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2661 | 5.12 | |
| 0.0691 | 36.05 | |
| 0.9919 | 631.39 | |
| 6.6507 | 7.07 |
Estimation Period:
Feb 23, 1993 to Jun 12, 2026
Feb 23, 1993 to Jun 12, 2026
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