Dfi Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.61% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1410 | 5.18 | |
| 0.1032 | 7.40 | |
| 0.8104 | 30.42 | |
| -0.0019 | -0.02 | |
| 0.1923 | 1.70 | |
| -0.4270 | -5.18 | |
| 0.3999 | 4.44 | |
| -0.1844 | -1.83 | |
| -0.0028 | -0.03 | |
| -0.0207 | -0.18 | |
| 0.1673 | 1.44 | |
| -0.1924 | -2.05 |
Estimation Period:
Feb 7, 2001 to Feb 6, 2026
Feb 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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