Morgan Stanley PHY SM MD ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.94% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1046 | 5.49 | |
| 0.1573 | 13.03 | |
| 0.6763 | 34.07 | |
| 1.1438 | 12.98 |
Estimation Period:
Dec 9, 2024 to Feb 6, 2026
Dec 9, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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