Morgan Stanley MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.43% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0199 | 11.49 | |
| 0.8848 | 243.16 | |
| 0.1131 | 30.76 | |
| 0.0235 | 9.14 | |
| 0.0261 | 6.19 | |
| 0.9695 | 201.93 |
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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