MSCI USA Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.92%
decreased by 0.10%
1 Week
11.28%
increased by 0.26%
1 Month
12.40%
increased by 1.38%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3386 | 7.85 | |
| 0.0955 | 9.95 | |
| 0.8733 | 76.85 | |
| 0.0842 | 6.43 | |
| -0.1345 | -6.36 | |
| 0.0799 | 5.28 | |
| -0.0547 | -3.96 | |
| 0.0548 | 3.09 | |
| -0.0589 | -2.12 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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