Morgan Stanley PHY SM MD ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
19.62%
increased by 0.32%
1 Week
19.66%
increased by 0.36%
1 Month
19.79%
increased by 0.49%
Analysis last updated: Tuesday, July 7, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5954 | 3.21 | |
| 0.0389 | 2.98 | |
| 0.9456 | 52.03 | |
| 5.6899 | 0.49 |
Estimation Period:
Dec 9, 2024 to Jul 2, 2026
Dec 9, 2024 to Jul 2, 2026
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