Dci-Database For Comm & Ind Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:133.29% (-9.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1477 | 6.90 | |
| 0.0953 | 5.65 | |
| 0.8069 | 25.51 | |
| -0.0138 | -0.74 | |
| 0.0381 | 1.20 | |
| -0.0765 | -2.63 | |
| 0.1133 | 4.32 | |
| -0.0849 | -4.46 |
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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