Diamond Hill Investment Group Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.83% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 8.49 | |
| 0.1276 | 28.16 | |
| 0.9952 | 1,337.60 | |
| -0.0467 | -8.20 |
Estimation Period:
May 9, 1997 to Feb 6, 2026
May 9, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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