DY Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.20% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3164 | 15.51 | |
| 0.1626 | 22.75 | |
| 0.8224 | 124.25 | |
| 0.3648 | 6.39 |
Estimation Period:
Sep 11, 1995 to Feb 20, 2026
Sep 11, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities