DB Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:94.10% (-7.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9914 | 6.90 | |
| 0.1122 | 9.51 | |
| 0.8405 | 52.31 | |
| 0.0467 | 1.37 | |
| 0.0015 | 0.03 | |
| -0.1950 | -5.15 | |
| 0.2832 | 7.73 | |
| -0.2392 | -6.27 | |
| 0.1654 | 3.85 | |
| -0.0648 | -1.51 | |
| -0.0543 | -1.17 | |
| 0.2493 | 3.46 |
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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