Dauch Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:74.53% (+8.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6474 | 2.84 | |
| 0.0730 | 6.95 | |
| 0.9057 | 68.10 | |
| -0.1605 | -1.80 | |
| 0.3195 | 2.55 | |
| -0.2919 | -4.19 | |
| 0.1739 | 2.66 | |
| 0.0282 | 0.39 | |
| -0.1781 | -2.26 | |
| 0.2122 | 1.93 |
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 Spline-GARCH Analyses on Equities