DCC PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.40% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 9.82 | |
| 0.0753 | 12.48 | |
| 0.9778 | 388.93 | |
| -0.0094 | -1.91 |
Estimation Period:
May 18, 1994 to Feb 6, 2026
May 18, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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