DBS Group Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.93% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1343 | 26.85 | |
| 0.6597 | 55.34 | |
| 0.0573 | 7.94 | |
| 0.0074 | 4.25 | |
| 0.0287 | 5.37 | |
| 0.9681 | 161.35 |
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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