DY Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.92% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7549 | 6.67 | |
| 0.1911 | 4.48 | |
| 0.7025 | 14.05 | |
| -0.1182 | -5.60 | |
| 0.1748 | 5.68 | |
| -0.0861 | -3.84 | |
| 0.0245 | 1.06 | |
| 0.0466 | 1.84 | |
| -0.1288 | -2.77 |
Estimation Period:
Sep 11, 1995 to Feb 6, 2026
Sep 11, 1995 to Feb 6, 2026
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