MSCI USA AGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
12.70%
decreased by 0.80%
1 Week
12.98%
decreased by 0.52%
1 Month
13.89%
increased by 0.39%
Analysis last updated: Friday, April 17, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0042 | -0.94 | |
| 0.0966 | 25.73 | |
| 0.8768 | 224.94 | |
| 0.6103 | 12.57 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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