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V-Lab

DB Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.68% (-1.15%)
Analysis last updated: Friday, February 13, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DB Inc S0GARCH
paramt-stat
ω0.79174.86
α0.10676.03
β0.859432.13
γ10.00140.04
γ2-0.0883-1.36
γ30.16562.73
γ4-0.1128-1.83
γ50.05371.02
γ6-0.0628-1.27
γ70.10581.98
γ8-0.0920-2.05
Estimation Period:
Jan 6, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts