DRB Holding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.71% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7677 | 6.01 | |
| 0.1362 | 9.02 | |
| 0.7881 | 34.89 | |
| 0.0303 | 1.94 | |
| -0.0826 | -3.44 | |
| 0.1028 | 5.95 | |
| -0.0940 | -5.57 | |
| 0.0728 | 3.55 | |
| -0.0470 | -1.63 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other DRB Holding Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities