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MS Hydraulic AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.69% (-2.61%)
Analysis last updated: Saturday, February 7, 2026 at 08:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MS Hydraulic AD S0GARCH
paramt-stat
ω0.65284.53
α0.13235.97
β0.743217.14
γ1-0.6241-3.11
γ20.62622.18
γ30.19630.95
γ4-0.4167-1.98
γ50.44432.07
γ6-0.3938-1.45
γ70.46411.51
γ8-0.7858-2.64
γ91.08782.92
γ10-0.9225-2.64
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts