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V-Lab

DY Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.69% (-0.64%)
Analysis last updated: Sunday, February 15, 2026 at 01:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DY Corp S0GARCH
paramt-stat
ω0.82045.73
α0.19234.54
β0.698414.17
γ1-0.0925-1.15
γ20.02060.17
γ30.13181.75
γ4-0.0145-0.27
γ5-0.1506-2.65
γ60.17212.17
γ7-0.1302-1.21
γ80.19261.80
γ9-0.2607-3.28
γ100.18723.85
Estimation Period:
Sep 11, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts