DY Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.14% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3374 | 15.53 | |
| 0.1336 | 22.81 | |
| 0.8207 | 122.97 | |
| 0.0661 | 4.75 |
Estimation Period:
Sep 11, 1995 to Feb 20, 2026
Sep 11, 1995 to Feb 20, 2026
News Impact Curve
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