MSCI USA GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
14.83%
decreased by 0.58%
1 Week
14.89%
decreased by 0.52%
1 Month
15.10%
decreased by 0.31%
Analysis last updated: Friday, April 10, 2026 at 07:42 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
Other MSCI USA Analyses
Other GJR-GARCH Analyses on Equity Indices