DBA Group SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.97% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4295 | 13.71 | |
| 0.3775 | 20.02 | |
| 0.7821 | 51.90 | |
| -0.0427 | -2.73 |
Estimation Period:
Dec 14, 2017 to Feb 6, 2026
Dec 14, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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