Morgan Stanley APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.11% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 19.08 | |
| 0.0716 | 39.94 | |
| 0.9270 | 584.48 | |
| 0.4786 | 25.88 | |
| 1.2929 | 31.60 |
Estimation Period:
Feb 23, 1993 to Feb 13, 2026
Feb 23, 1993 to Feb 13, 2026
News Impact Curve
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