DB Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.92% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9955 | 6.40 | |
| 0.1116 | 9.63 | |
| 0.8473 | 58.89 | |
| 0.0444 | 1.23 | |
| 0.0025 | 0.05 | |
| -0.1902 | -4.73 | |
| 0.2748 | 7.11 | |
| -0.2308 | -5.76 | |
| 0.1672 | 3.70 | |
| -0.0947 | -2.10 | |
| 0.0321 | 0.66 | |
| -0.0004 | -0.01 |
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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