Morgan Stanley Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:37.26% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2508 | 5.07 | |
| 0.0777 | 8.98 | |
| 0.8948 | 85.61 | |
| 0.1390 | 4.41 | |
| -0.2622 | -5.98 | |
| 0.2233 | 8.92 | |
| -0.1643 | -6.42 | |
| 0.0960 | 3.45 | |
| -0.0359 | -1.27 | |
| 0.0017 | 0.08 |
Estimation Period:
Feb 23, 1993 to Feb 20, 2026
Feb 23, 1993 to Feb 20, 2026
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