Morgan Stanley PHY SM MD ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
18.67%
increased by 0.84%
1 Week
18.83%
increased by 1.00%
1 Month
19.29%
increased by 1.46%
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 | |
|---|---|---|
| 0.0744 | 1.92 | |
| 0.0000 | 0.00 | |
| 0.8984 | 56.20 | |
| 0.1132 | 2.22 |
Estimation Period:
Dec 9, 2024 to Jul 2, 2026
Dec 9, 2024 to Jul 2, 2026
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