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	param	t-stat
$ω$	1.2483	5.04
$α$	0.0785	8.99
$β$	0.8937	84.74
$γ_{1}$	0.1393	4.43
$γ_{2}$	-0.2633	-6.03
$γ_{3}$	0.2252	9.07
$γ_{4}$	-0.1661	-6.53
$γ_{5}$	0.0971	3.45
$γ_{6}$	-0.0342	-1.10
$γ_{7}$	-0.0065	-0.15

V-Lab

Morgan Stanley Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:45.64% (+8.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Morgan Stanley Analyses