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	param	t-stat
$ω$	0.2943	3.87
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ_{1}$	29.7358	0.56
$γ_{2}$	-148.5404	-2.10
$γ_{3}$	217.6031	3.57
$γ_{4}$	-215.9518	-3.22
$γ_{5}$	181.4612	3.70

V-Lab

Morgan Stanley Drct Lend FND Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 28th, 2025:15.87% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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