Delta Group Nyrt Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:126.51% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1316 | 4.39 | |
| 0.1817 | 4.07 | |
| 0.6840 | 6.35 | |
| -0.7384 | -1.11 | |
| 2.0614 | 1.90 | |
| -2.8506 | -2.74 | |
| 2.0553 | 2.02 | |
| -0.8849 | -1.01 | |
| 1.2462 | 1.57 | |
| -2.0097 | -2.72 | |
| 2.3118 | 2.86 | |
| -1.8430 | -2.03 | |
| 2.7188 | 1.58 |
Estimation Period:
Jan 22, 2015 to Feb 6, 2026
Jan 22, 2015 to Feb 6, 2026
News Impact Curve
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