Dfnn Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:62.67% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7418 | 2.24 | |
| 0.1318 | 6.30 | |
| 0.7717 | 24.34 | |
| 0.4651 | 1.57 | |
| -0.3870 | -1.03 | |
| -0.2312 | -1.42 | |
| 0.2730 | 1.75 | |
| -0.1565 | -0.91 | |
| 0.1884 | 0.94 | |
| -0.6011 | -2.34 | |
| 1.0412 | 3.33 | |
| -1.0520 | -2.65 |
Estimation Period:
Apr 21, 2003 to Feb 6, 2026
Apr 21, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities