DJS Stock & Shares Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.43% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6804 | 6,803,860.00 | |
| 0.0064 | 63,870.00 | |
| 0.9934 | 9,934,200.00 | |
| -1.9590 | -19,590,480.00 | |
| 10.0077 | 100,077,200.00 | |
| -23.6100 | -236,099,700.00 | |
| -46.6775 | -466,775,300.00 | |
| 62.8934 | 628,933,600.00 | |
| 78.8134 | 788,134,100.00 | |
| 83.0705 | 830,705,000.00 | |
| -394.3599 | -3,943,599,000.00 |
Estimation Period:
Jun 23, 2010 to Feb 6, 2026
Jun 23, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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