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V-Lab

DB Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:94.10% (-7.34%)
Analysis last updated: Saturday, February 21, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DB Securities Co Ltd SGARCH
paramt-stat
ω0.99146.90
α0.11229.51
β0.840552.31
γ10.04671.37
γ20.00150.03
γ3-0.1950-5.15
γ40.28327.73
γ5-0.2392-6.27
γ60.16543.85
γ7-0.0648-1.51
γ8-0.0543-1.17
γ90.24933.46
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts