Donnelley Financial Solutions, Inc. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.97% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3179 | 4.86 | |
| 0.0990 | 2.67 | |
| 0.5072 | 3.34 | |
| 1.2763 | 2.72 | |
| -1.3584 | -2.01 | |
| -0.4967 | -1.00 | |
| 1.2173 | 2.20 | |
| -1.6344 | -2.47 | |
| 2.4568 | 3.62 | |
| -2.9704 | -2.43 |
Estimation Period:
Sep 26, 2016 to Feb 6, 2026
Sep 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Donnelley Financial Solutions, Inc. Analyses
Other Spline-GARCH Analyses on Equities