DH Group Nyrt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.05% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1923 | 3.42 | |
| 0.2480 | 13.99 | |
| 0.7493 | 38.94 | |
| -2.3159 | -0.46 | |
| 3.7018 | 0.58 | |
| -9.7831 | -3.50 | |
| 26.3292 | 10.97 | |
| -32.2887 | -6.85 | |
| 20.4886 | 3.16 | |
| -9.7821 | -2.08 | |
| 5.5956 | 2.06 | |
| -2.3360 | -1.12 |
Estimation Period:
Mar 22, 2017 to Feb 6, 2026
Mar 22, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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