MSCI USA MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.94%
decreased by 0.29%
1 Week
11.43%
increased by 0.20%
1 Month
12.79%
increased by 1.56%
Analysis last updated: Friday, June 5, 2026 at 08:23 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 | |
| 0.8500 | 238.50 | |
| 0.1860 | 41.69 | |
| 0.0099 | 5.47 | |
| 0.0594 | 4.41 | |
| 0.9304 | 61.04 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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