Dauch Corporation Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:71.35% (+9.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8116 | 4.37 | |
| 0.0725 | 7.20 | |
| 0.9093 | 74.95 | |
| -0.0459 | -0.88 | |
| 0.1265 | 1.64 | |
| -0.1872 | -4.14 | |
| 0.2159 | 5.00 | |
| -0.1802 | -4.01 | |
| 0.0892 | 2.65 |
Estimation Period:
Jan 29, 1999 to Jan 23, 2026
Jan 29, 1999 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Dauch Corporation Analyses
Other Zero Slope Spline-GARCH Analyses on Equities