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V-Lab

DB Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.92% (-1.81%)
Analysis last updated: Friday, February 13, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DB Securities Co Ltd S0GARCH
paramt-stat
ω0.99556.40
α0.11169.63
β0.847358.89
γ10.04441.23
γ20.00250.05
γ3-0.1902-4.73
γ40.27487.11
γ5-0.2308-5.76
γ60.16723.70
γ7-0.0947-2.10
γ80.03210.66
γ9-0.0004-0.01
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts