MS Hydraulic AD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.24% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1707 | 11.20 | |
| 0.0854 | 7.95 | |
| 0.9146 | 140.18 | |
| -0.0481 | -2.23 |
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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