Morgan Stanley MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
29.54%
decreased by 0.53%
1 Week
29.87%
decreased by 0.20%
1 Month
31.13%
increased by 1.06%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0201 | 11.65 | |
| 0.8847 | 241.53 | |
| 0.1123 | 30.66 | |
| 0.0240 | 9.00 | |
| 0.0264 | 6.13 | |
| 0.9691 | 197.45 |
Estimation Period:
Feb 23, 1993 to Jun 5, 2026
Feb 23, 1993 to Jun 5, 2026
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