D.C.M GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.32% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3766 | 19.51 | |
| 0.1341 | 35.12 | |
| 0.8566 | 227.35 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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