Morgan Stanley AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.09% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 1.44 | |
| 0.0665 | 41.75 | |
| 0.9197 | 544.18 | |
| 1.0504 | 26.99 |
Estimation Period:
Feb 23, 1993 to Feb 6, 2026
Feb 23, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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