DCC PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.21% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 10.87 | |
| 0.0347 | 18.95 | |
| 0.9465 | 284.32 |
Estimation Period:
May 18, 1994 to Feb 6, 2026
May 18, 1994 to Feb 6, 2026
News Impact Curve
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