MS Hydraulic AD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.93% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6555 | 4.26 | |
| 0.1373 | 6.71 | |
| 0.7683 | 21.95 | |
| -0.6375 | -3.60 | |
| 0.7719 | 3.05 | |
| -0.1112 | -0.66 | |
| -0.0433 | -0.23 | |
| 0.0069 | 0.03 | |
| 0.2155 | 1.01 | |
| -0.4987 | -1.67 | |
| 0.4566 | 1.21 | |
| 0.3014 | 0.36 |
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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