Derayah Financial Company EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:33.01% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 2.67 | |
| 0.2157 | 7.80 | |
| 0.9686 | 114.31 | |
| -0.0889 | -4.30 |
Estimation Period:
Mar 10, 2025 to Feb 5, 2026
Mar 10, 2025 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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