Morgan Stanley EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.16% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 10.99 | |
| 0.1371 | 44.86 | |
| 0.9863 | 1,269.38 | |
| -0.0679 | -20.84 |
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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