MS Hydraulic AD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.79% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1175 | 5.77 | |
| 0.1367 | 7.14 | |
| 0.9491 | 110.85 | |
| 0.0209 | 1.93 |
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Nov 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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