Diamond Hill Investment Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.96% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 8.15 | |
| 0.0347 | 13.58 | |
| 0.9344 | 443.89 | |
| 0.0618 | 13.47 |
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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