MSCI USA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
15.98%
decreased by 0.74%
1 Week
16.02%
decreased by 0.70%
1 Month
16.20%
decreased by 0.52%
Analysis last updated: Saturday, April 25, 2026 at 02:32 AM 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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