D.C.M Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.65% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8382 | 8.72 | |
| 0.2233 | 8.28 | |
| 0.5987 | 10.79 | |
| -0.0508 | -2.58 | |
| 0.0881 | 2.76 | |
| -0.0598 | -2.26 | |
| 0.0464 | 1.78 | |
| -0.0132 | -0.51 | |
| -0.0664 | -1.50 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
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