DB Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.05% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1191 | 30.99 | |
| 0.7752 | 84.63 | |
| 0.0251 | 4.50 | |
| 0.0255 | 4.65 | |
| 0.0361 | 6.52 | |
| 0.9611 | 161.21 |
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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