Morgan Stanley APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.00% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 19.05 | |
| 0.0715 | 39.86 | |
| 0.9271 | 584.92 | |
| 0.4775 | 25.81 | |
| 1.2958 | 31.60 |
Estimation Period:
Feb 23, 1993 to Feb 6, 2026
Feb 23, 1993 to Feb 6, 2026
News Impact Curve
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