DB Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:70.16% (+28.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9947 | 6.31 | |
| 0.1110 | 9.67 | |
| 0.8487 | 59.51 | |
| 0.0456 | 1.25 | |
| 0.0004 | 0.01 | |
| -0.1889 | -4.65 | |
| 0.2741 | 7.03 | |
| -0.2303 | -5.71 | |
| 0.1671 | 3.66 | |
| -0.0953 | -2.09 | |
| 0.0336 | 0.69 | |
| -0.0021 | -0.05 |
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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