DRB Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.59% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7596 | 5.88 | |
| 0.1336 | 9.02 | |
| 0.7932 | 35.02 | |
| 0.0277 | 1.74 | |
| -0.0780 | -3.20 | |
| 0.0989 | 5.67 | |
| -0.0893 | -5.39 | |
| 0.0655 | 3.62 | |
| -0.0303 | -2.15 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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