Morgan Stanley MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
37.47%
decreased by 13.98%
1 Week
41.83%
decreased by 9.62%
1 Month
69.95%
increased by 18.50%
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 | |
|---|---|---|
| 56 | ||
| 0.4723 | 4,723,420.00 | |
| 0.5254 | 5,253,790.00 | |
| -0.0020 | -20,350.00 | |
| 3.1968 | 31,968,410.00 | |
| 0.9975 | 9,974,540.00 | |
| 0.0001 | 1,470.00 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
Other Morgan Stanley Analyses
Other MF2-GARCH Analyses on Depositary Receipts