Morgan Stanley EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
29.21%
increased by 7.10%
1 Week
30.54%
increased by 8.43%
1 Month
31.36%
increased by 9.25%
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 | |
|---|---|---|
| 0.5652 | 6.50 | |
| -0.3449 | -9.69 | |
| 0.5903 | 9.60 | |
| 0.2008 | 4.22 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
Other Morgan Stanley Analyses
Other EGARCH Analyses on Depositary Receipts