Skip to main content
V-Lab

DRB Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.85% (-2.81%)
Analysis last updated: Saturday, February 21, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DRB Industrial Co Ltd SGARCH
paramt-stat
ω1.20793.66
α0.13774.84
β0.743812.65
γ11.23981.82
γ2-1.8377-1.73
γ30.49730.72
γ40.00740.01
γ51.28211.81
γ6-2.5701-2.88
γ71.89312.49
γ8-0.0740-0.09
γ9-1.3080-1.17
γ100.88120.58
Estimation Period:
Oct 19, 2012 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts