Dawood Equities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.76% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4976 | 14.01 | |
| 0.0898 | 10.93 | |
| 0.8188 | 82.13 | |
| 0.0167 | 0.93 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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