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	param	t-stat
$ω$	0.0692	15.90
$α$	0.0255	15.15
$β$	0.9203	587.33
$γ$	0.0875	17.50

V-Lab

Morgan Stanley GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:36.67% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Morgan Stanley Analyses