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V-Lab

DB Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:88.69% (-7.42%)
Analysis last updated: Saturday, February 21, 2026 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DB Securities Co Ltd S0GARCH
paramt-stat
ω1.00896.37
α0.11249.70
β0.847859.40
γ10.04621.27
γ20.00000.00
γ3-0.1893-4.64
γ40.27427.00
γ5-0.2298-5.66
γ60.16613.62
γ7-0.0944-2.06
γ80.03300.67
γ9-0.0019-0.05
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts