Dci-Database For Comm & Ind AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:149.66% (-6.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1153 | 17.02 | |
| 0.0836 | 24.42 | |
| 0.8995 | 222.09 | |
| 0.1272 | 0.42 |
Estimation Period:
Mar 29, 2000 to Feb 6, 2026
Mar 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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