Morgan Stanley APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
33.87%
decreased by 0.07%
1 Week
33.84%
decreased by 0.10%
1 Month
33.80%
decreased by 0.14%
Analysis last updated: Tuesday, June 9, 2026 at 01:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3174 | 6.04 | |
| 0.0021 | 0.17 | |
| 0.7812 | 13.51 | |
| -1.0000 | -24.85 | |
| 0.5000 | 2.24 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
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