DB Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.69% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9882 | 6.94 | |
| 0.1118 | 9.44 | |
| 0.8403 | 52.02 | |
| 0.0455 | 1.34 | |
| 0.0037 | 0.07 | |
| -0.1969 | -5.23 | |
| 0.2850 | 7.82 | |
| -0.2411 | -6.35 | |
| 0.1673 | 3.92 | |
| -0.0667 | -1.56 | |
| -0.0506 | -1.09 | |
| 0.2322 | 3.21 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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