DB Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:86.46% (-4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 18.56 | |
| 0.0887 | 28.46 | |
| 0.9024 | 470.51 | |
| 0.0116 | 1.90 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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