DBS Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.50% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 22.32 | |
| 0.0859 | 26.71 | |
| 0.8776 | 326.37 | |
| 0.0414 | 6.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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