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V-Lab

MS Hydraulic AD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.93% (-2.58%)
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 SGARCH
paramt-stat
ω0.65554.26
α0.13736.71
β0.768321.95
γ1-0.6375-3.60
γ20.77193.05
γ3-0.1112-0.66
γ4-0.0433-0.23
γ50.00690.03
γ60.21551.01
γ7-0.4987-1.67
γ80.45661.21
γ90.30140.36
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts