Morgan Stanley GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.96%
decreased by 0.44%
1 Week
29.25%
decreased by 0.15%
1 Month
30.33%
increased by 0.93%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0697 | 16.09 | |
| 0.0257 | 15.34 | |
| 0.9203 | 587.68 | |
| 0.0868 | 17.48 |
Estimation Period:
Feb 23, 1993 to Jun 5, 2026
Feb 23, 1993 to Jun 5, 2026
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