Morgan Stanley Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.71% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2461 | 5.06 | |
| 0.0780 | 8.91 | |
| 0.8940 | 84.43 | |
| 0.1401 | 4.46 | |
| -0.2646 | -6.07 | |
| 0.2256 | 9.09 | |
| -0.1655 | -6.49 | |
| 0.0951 | 3.38 | |
| -0.0300 | -0.97 | |
| -0.0183 | -0.43 |
Estimation Period:
Feb 23, 1993 to Feb 6, 2026
Feb 23, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Morgan Stanley Analyses
Other Spline-GARCH Analyses on Equities