Dci-Database For Comm & Ind GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:162.18% (+4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6890 | 14.19 | |
| 0.0660 | 22.99 | |
| 0.9245 | 289.90 |
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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