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V-Lab

DB Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.26% (-1.58%)
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 SGARCH
paramt-stat
ω0.99056.94
α0.11189.46
β0.840452.16
γ10.04661.38
γ20.00150.03
γ3-0.1948-5.18
γ40.28337.77
γ5-0.2400-6.32
γ60.16683.90
γ7-0.0670-1.57
γ8-0.0502-1.08
γ90.23563.24
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts