MSCI USA MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
13.14%
decreased by 0.53%
1 Week
13.47%
decreased by 0.20%
1 Month
14.33%
increased by 0.66%
Analysis last updated: Friday, July 3, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8497 | 237.76 | |
| 0.1850 | 42.59 | |
| 0.0104 | 5.41 | |
| 0.0620 | 4.40 | |
| 0.9274 | 58.14 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
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