Morgan Stanley PHY SM MD ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
18.99%
increased by 0.94%
1 Week
19.17%
increased by 1.12%
1 Month
19.73%
increased by 1.68%
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 | |
|---|---|---|
| 86 | ||
| 0.0000 | 0.00 | |
| 0.8630 | 51.04 | |
| 0.1273 | 19.45 | |
| 0.5563 | 0.53 | |
| 0.2407 | 0.46 | |
| 0.4170 | 0.37 |
Estimation Period:
Dec 9, 2024 to Jul 2, 2026
Dec 9, 2024 to Jul 2, 2026
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