MSCI USA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.86%
decreased by 0.12%
1 Week
11.03%
increased by 0.05%
1 Month
11.66%
increased by 0.68%
Analysis last updated: Friday, June 5, 2026 at 08:23 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
Other MSCI USA Analyses
Other GAS-GARCH Student T Analyses on Equity Indices