Morgan Stanley PHY SM MD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.63% (-14.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2329 | 51.20 | |
| 0.0000 | 0.02 | |
| 0.5000 | 42.56 | |
| 0.0196 | 12.17 | |
| 0.8378 | 22.86 | |
| 0.0000 | 0.01 |
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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