DSR Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.35% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2497 | 2.81 | |
| 0.4228 | 4.59 | |
| 0.4783 | 7.65 | |
| 0.2326 | 0.33 | |
| 0.5827 | 0.52 | |
| -1.7003 | -1.94 | |
| 1.6790 | 2.10 | |
| -1.9349 | -1.89 | |
| 2.1061 | 1.95 | |
| -1.6654 | -2.10 | |
| 0.7709 | 1.09 | |
| 0.2773 | 0.35 | |
| -0.4235 | -0.80 |
Estimation Period:
May 15, 2013 to Feb 13, 2026
May 15, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities