Dvx Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.45% (-5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4371 | 15.78 | |
| 0.2372 | 16.25 | |
| 0.7092 | 83.14 | |
| 0.0148 | 0.47 |
Estimation Period:
Apr 25, 2007 to Feb 13, 2026
Apr 25, 2007 to Feb 13, 2026
News Impact Curve
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