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	param	t-stat
$ω$	0.0690	15.87
$α$	0.0255	15.15
$β$	0.9205	588.18
$γ$	0.0872	17.46

V-Lab

Morgan Stanley GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.53% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Morgan Stanley Analyses