DY Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.69% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8204 | 5.73 | |
| 0.1923 | 4.54 | |
| 0.6984 | 14.17 | |
| -0.0925 | -1.15 | |
| 0.0206 | 0.17 | |
| 0.1318 | 1.75 | |
| -0.0145 | -0.27 | |
| -0.1506 | -2.65 | |
| 0.1721 | 2.17 | |
| -0.1302 | -1.21 | |
| 0.1926 | 1.80 | |
| -0.2607 | -3.28 | |
| 0.1872 | 3.85 |
Estimation Period:
Sep 11, 1995 to Feb 13, 2026
Sep 11, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities