MSCI USA GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
17.60%
decreased by 0.73%
1 Week
17.56%
decreased by 0.77%
1 Month
17.42%
decreased by 0.91%
Analysis last updated: Friday, June 19, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 20.06 | |
| 0.0017 | 0.77 | |
| 0.9055 | 433.67 | |
| 0.1495 | 29.65 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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