MSCI USA GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.02%
decreased by 0.25%
1 Week
10.32%
increased by 0.05%
1 Month
11.31%
increased by 1.04%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 19.97 | |
| 0.0018 | 0.80 | |
| 0.9052 | 432.29 | |
| 0.1500 | 29.32 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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