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Morgan Stanley GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:30.53% (-0.62%)

Analysis last updated: Tuesday, April 23, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Morgan Stanley GJR-GARCH
paramt-stat
ω0.061914.04
α0.024514.05
β0.9240587.44
γ0.085116.59
Estimation Period:
Feb 23, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts