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V-Lab

DRB Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.63% (-2.23%)
Analysis last updated: Friday, February 13, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DRB Industrial Co Ltd SGARCH
paramt-stat
ω1.21113.64
α0.13874.83
β0.744412.63
γ11.24691.80
γ2-1.8461-1.72
γ30.50040.72
γ4-0.0088-0.02
γ51.31181.80
γ6-2.5755-2.84
γ71.85712.41
γ8-0.0408-0.05
γ9-1.2707-1.12
γ100.74610.51
Estimation Period:
Oct 19, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts