MSC Industrial Direct Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.96% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8670 | 5.06 | |
| 0.0873 | 7.79 | |
| 0.8387 | 39.07 | |
| 0.0326 | 0.62 | |
| -0.1865 | -2.57 | |
| 0.2786 | 5.87 | |
| -0.1695 | -3.87 | |
| 0.0256 | 0.61 | |
| 0.0871 | 1.61 | |
| -0.1200 | -1.52 | |
| 0.0646 | 0.74 | |
| 0.0476 | 0.49 |
Estimation Period:
Dec 15, 1995 to Feb 6, 2026
Dec 15, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MSC Industrial Direct Co Inc Analyses
Other Spline-GARCH Analyses on Equities