DCI ADVISORS LTD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.21% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4795 | 2.81 | |
| 0.1293 | 4.14 | |
| 0.8089 | 16.44 | |
| 1.0900 | 2.11 | |
| -1.8222 | -2.04 | |
| 1.2347 | 1.80 | |
| -0.8997 | -1.83 | |
| 1.0600 | 1.94 | |
| -1.6568 | -2.84 | |
| 1.9661 | 3.19 | |
| -1.6240 | -3.04 | |
| 0.3030 | 0.39 | |
| 2.1780 | 1.64 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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