DR Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.72% (-5.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8840 | 1.86 | |
| 0.1721 | 2.53 | |
| 0.5286 | 3.43 | |
| -13.2575 | -1.00 | |
| 18.9779 | 1.08 | |
| -9.3956 | -1.16 | |
| 4.7895 | 0.69 | |
| 4.4642 | 0.72 | |
| -12.6688 | -1.68 | |
| 11.8931 | 1.36 | |
| -4.5498 | -0.57 | |
| -10.7848 | -1.66 | |
| 35.2058 | 1.62 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
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