Morgan Stanley PHY SM MD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.56% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3838 | 2.69 | |
| 0.0397 | 0.69 | |
| 0.0000 | 0.00 | |
| 108.0124 | 3.14 | |
| -187.5261 | -3.58 | |
| 115.0699 | 3.30 | |
| -32.1073 | -0.99 | |
| -18.9938 | -0.58 | |
| 43.8517 | 1.02 |
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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