DY Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.55% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7541 | 6.69 | |
| 0.1909 | 4.48 | |
| 0.7020 | 14.00 | |
| -0.1181 | -5.61 | |
| 0.1747 | 5.70 | |
| -0.0863 | -3.86 | |
| 0.0247 | 1.07 | |
| 0.0468 | 1.85 | |
| -0.1315 | -2.82 |
Estimation Period:
Sep 11, 1995 to Feb 20, 2026
Sep 11, 1995 to Feb 20, 2026
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