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V-Lab

DSR Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.73% (-3.67%)
Analysis last updated: Saturday, February 21, 2026 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DSR Corp SGARCH
paramt-stat
ω1.20353.00
α0.41404.57
β0.46797.30
γ10.25580.37
γ20.57330.53
γ3-1.7331-2.05
γ41.68882.20
γ5-1.8896-1.92
γ62.03731.93
γ7-1.6005-2.03
γ80.63710.92
γ90.75920.93
γ10-1.9961-2.03
Estimation Period:
May 15, 2013 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts