DB Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.26% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9905 | 6.94 | |
| 0.1118 | 9.46 | |
| 0.8404 | 52.16 | |
| 0.0466 | 1.38 | |
| 0.0015 | 0.03 | |
| -0.1948 | -5.18 | |
| 0.2833 | 7.77 | |
| -0.2400 | -6.32 | |
| 0.1668 | 3.90 | |
| -0.0670 | -1.57 | |
| -0.0502 | -1.08 | |
| 0.2356 | 3.24 |
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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