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V-Lab

DB Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:70.16% (+28.08%)
Analysis last updated: Sunday, February 15, 2026 at 02:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DB Securities Co Ltd S0GARCH
paramt-stat
ω0.99476.31
α0.11109.67
β0.848759.51
γ10.04561.25
γ20.00040.01
γ3-0.1889-4.65
γ40.27417.03
γ5-0.2303-5.71
γ60.16713.66
γ7-0.0953-2.09
γ80.03360.69
γ9-0.0021-0.05
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts