MSCI USA GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
19.04%
increased by 2.73%
1 Week
18.97%
increased by 2.66%
1 Month
18.72%
increased by 2.41%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 19.64 | |
| 0.0027 | 1.21 | |
| 0.9073 | 432.26 | |
| 0.1472 | 29.06 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Jan 1, 1990 to Apr 17, 2025
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