Morgan Stanley Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.54% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2283 | 4.99 | |
| 0.0779 | 8.97 | |
| 0.8944 | 85.14 | |
| 0.1354 | 4.29 | |
| -0.2571 | -5.86 | |
| 0.2206 | 8.83 | |
| -0.1622 | -6.32 | |
| 0.0948 | 3.40 | |
| -0.0359 | -1.27 | |
| 0.0021 | 0.10 |
Estimation Period:
Feb 23, 1993 to Feb 6, 2026
Feb 23, 1993 to Feb 6, 2026
News Impact Curve
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