Donnelley Financial Solutions, Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.17% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3172 | 4.85 | |
| 0.0990 | 2.63 | |
| 0.5099 | 3.46 | |
| 1.2824 | 2.73 | |
| -1.3784 | -2.04 | |
| -0.4519 | -0.91 | |
| 1.1200 | 2.04 | |
| -1.4117 | -2.16 | |
| 1.9443 | 3.57 | |
| -1.6209 | -5.57 |
Estimation Period:
Sep 26, 2016 to Feb 6, 2026
Sep 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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