DY Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.57% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3381 | 15.53 | |
| 0.1336 | 22.81 | |
| 0.8207 | 122.90 | |
| 0.0660 | 4.74 |
Estimation Period:
Sep 11, 1995 to Feb 13, 2026
Sep 11, 1995 to Feb 13, 2026
News Impact Curve
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