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V-Lab

DB Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.69% (-1.69%)
Analysis last updated: Friday, February 6, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DB Securities Co Ltd SGARCH
paramt-stat
ω0.98826.94
α0.11189.44
β0.840352.02
γ10.04551.34
γ20.00370.07
γ3-0.1969-5.23
γ40.28507.82
γ5-0.2411-6.35
γ60.16733.92
γ7-0.0667-1.56
γ8-0.0506-1.09
γ90.23223.21
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts