Morgan Stanley EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.71% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 11.02 | |
| 0.1373 | 44.93 | |
| 0.9863 | 1,266.05 | |
| -0.0681 | -20.89 |
Estimation Period:
Feb 23, 1993 to Feb 13, 2026
Feb 23, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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