Dominage Steel Building SYS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.62% (-7.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4635 | 2.16 | |
| 0.3018 | 13.06 | |
| 0.6961 | 32.30 | |
| -10.3551 | -0.86 | |
| 11.9543 | 0.79 | |
| -16.8182 | -2.54 | |
| 45.5784 | 5.82 | |
| -53.7246 | -4.62 | |
| 41.5986 | 3.94 | |
| -37.9534 | -3.92 | |
| 33.7305 | 1.96 | |
| -18.8184 | -1.28 | |
| 4.8034 | 0.82 |
Estimation Period:
Dec 2, 2020 to Feb 5, 2026
Dec 2, 2020 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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