DavidsTea Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.82% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3291 | 3.33 | |
| 0.1878 | 4.09 | |
| 0.5733 | 6.41 | |
| 2.2500 | 2.71 | |
| -2.7910 | -1.83 | |
| 0.7002 | 0.51 | |
| 0.0591 | 0.06 | |
| -1.1449 | -1.38 | |
| 1.9612 | 2.07 | |
| -1.3026 | -1.40 | |
| -0.2260 | -0.26 | |
| 0.7978 | 1.51 |
Estimation Period:
Jun 5, 2015 to Feb 6, 2026
Jun 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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