MSCI USA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
17.85%
increased by 0.34%
1 Week
17.86%
increased by 0.35%
1 Month
17.90%
increased by 0.39%
Analysis last updated: Friday, June 19, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3608 | 4.91 | |
| 0.0798 | 42.01 | |
| 0.9916 | 549.38 | |
| 6.1531 | 8.84 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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