Diamond Hill Investment Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.70% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0071 | 4.33 | |
| 0.1603 | 9.06 | |
| 0.7767 | 33.08 | |
| -0.2526 | -3.90 | |
| 0.3542 | 3.70 | |
| -0.1556 | -2.56 | |
| 0.0973 | 1.97 | |
| -0.0555 | -1.00 | |
| 0.0725 | 0.80 | |
| -0.1077 | -1.19 |
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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