Morgan Stanley GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.97% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3028 | 5.10 | |
| 0.0695 | 36.19 | |
| 0.9920 | 633.85 | |
| 6.6702 | 7.08 |
Estimation Period:
Feb 23, 1993 to Feb 20, 2026
Feb 23, 1993 to Feb 20, 2026
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