Delta Group Nyrt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.24% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1436 | 4.45 | |
| 0.1782 | 4.08 | |
| 0.6881 | 6.50 | |
| -0.6652 | -1.00 | |
| 1.9350 | 1.79 | |
| -2.7480 | -2.64 | |
| 1.9512 | 1.92 | |
| -0.7534 | -0.86 | |
| 1.0432 | 1.31 | |
| -1.6264 | -2.13 | |
| 1.5011 | 1.65 | |
| -0.1079 | -0.09 | |
| -1.1725 | -0.97 |
Estimation Period:
Jan 22, 2015 to Feb 6, 2026
Jan 22, 2015 to Feb 6, 2026
News Impact Curve
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