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V-Lab

DCB Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.04% (-3.76%)
Analysis last updated: Saturday, February 7, 2026 at 11:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DCB Bank Ltd S0GARCH
paramt-stat
ω1.21654.11
α0.11815.11
β0.668910.66
γ1-0.2340-1.64
γ20.27881.44
γ30.04720.43
γ4-0.2044-1.66
γ50.25142.20
γ6-0.2694-2.48
γ70.20081.79
γ8-0.0826-1.04
Estimation Period:
Oct 26, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts