MSCI USA MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
17.71%
decreased by 1.00%
1 Week
17.61%
decreased by 1.10%
1 Month
17.35%
decreased by 1.36%
Analysis last updated: Friday, June 19, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8499 | 238.54 | |
| 0.1851 | 42.63 | |
| 0.0104 | 5.42 | |
| 0.0623 | 4.41 | |
| 0.9271 | 58.01 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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