DRB Holding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.17% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7699 | 5.97 | |
| 0.1346 | 9.03 | |
| 0.7915 | 35.29 | |
| 0.0306 | 1.95 | |
| -0.0831 | -3.44 | |
| 0.1030 | 5.91 | |
| -0.0939 | -5.52 | |
| 0.0725 | 3.51 | |
| -0.0460 | -1.59 |
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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