DB Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:91.07% (-10.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1204 | 31.08 | |
| 0.7766 | 84.79 | |
| 0.0232 | 4.19 | |
| 0.0259 | 4.73 | |
| 0.0366 | 6.50 | |
| 0.9607 | 158.82 |
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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