DCI ADVISORS LTD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.31% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4848 | 2.77 | |
| 0.1216 | 4.21 | |
| 0.8230 | 18.75 | |
| 1.0781 | 2.05 | |
| -1.8133 | -1.99 | |
| 1.2430 | 1.79 | |
| -0.9049 | -1.79 | |
| 1.0654 | 1.89 | |
| -1.6885 | -2.82 | |
| 2.0719 | 3.26 | |
| -1.8904 | -3.71 | |
| 0.9775 | 1.59 | |
| 0.0651 | 0.10 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other DCI ADVISORS LTD Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities