MSCI USA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
19.60%
decreased by 1.27%
1 Week
19.58%
decreased by 1.29%
1 Month
19.52%
decreased by 1.35%
Analysis last updated: Friday, April 3, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3705 | 4.89 | |
| 0.0800 | 42.13 | |
| 0.9917 | 554.35 | |
| 6.1608 | 8.89 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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