MSCI USA MF2-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
18.89%
increased by 3.57%
1 Week
18.45%
increased by 3.13%
1 Month
17.33%
increased by 2.01%
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 | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8477 | 238.31 | |
| 0.1875 | 43.22 | |
| 0.0111 | 5.64 | |
| 0.0702 | 4.75 | |
| 0.9188 | 55.53 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Jan 1, 1990 to Apr 17, 2025
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