Morgan Stanley Drct Lend FND MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 28th, 2025:6.19% (-6.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0453 | 18.05 | |
| 0.0646 | 74.21 | |
| 0.5000 | 34.62 | |
| 0.0000 | 0.00 | |
| 0.1305 | 16.78 | |
| 0.0000 | 0.05 |
Estimation Period:
Jan 24, 2024 to Sep 23, 2024
Jan 24, 2024 to Sep 23, 2024
News Impact Curve
Volatility Forecasts
Other Morgan Stanley Drct Lend FND Analyses
Other MF2-GARCH Analyses on Equities