MSCI USA EGARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
14.98%
decreased by 0.75%
1 Week
15.10%
decreased by 0.63%
1 Month
15.51%
decreased by 0.22%
Analysis last updated: Friday, April 10, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 1.80 | |
| 0.1399 | 35.01 | |
| 0.9736 | 696.41 | |
| -0.1236 | -31.90 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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