DB Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.68% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7917 | 4.86 | |
| 0.1067 | 6.03 | |
| 0.8594 | 32.13 | |
| 0.0014 | 0.04 | |
| -0.0883 | -1.36 | |
| 0.1656 | 2.73 | |
| -0.1128 | -1.83 | |
| 0.0537 | 1.02 | |
| -0.0628 | -1.27 | |
| 0.1058 | 1.98 | |
| -0.0920 | -2.05 |
Estimation Period:
Jan 6, 1993 to Feb 6, 2026
Jan 6, 1993 to Feb 6, 2026
News Impact Curve
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