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V-Lab

DY Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.90% (-1.12%)
Analysis last updated: Sunday, February 8, 2026 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DY Corp S0GARCH
paramt-stat
ω0.82145.72
α0.19244.54
β0.698714.21
γ1-0.0919-1.13
γ20.01940.16
γ30.13231.75
γ4-0.0136-0.25
γ5-0.1518-2.63
γ60.17262.14
γ7-0.1304-1.20
γ80.19261.79
γ9-0.2585-3.27
γ100.18353.81
Estimation Period:
Sep 11, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts