DB Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:68.77% (+21.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 18.43 | |
| 0.0873 | 28.45 | |
| 0.9034 | 474.71 | |
| 0.0123 | 2.01 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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