MSCI USA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
13.22%
increased by 0.32%
1 Week
13.33%
increased by 0.43%
1 Month
13.72%
increased by 0.82%
Analysis last updated: Friday, May 15, 2026 at 11:02 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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