Derayah Financial Company GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.62% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2614 | 4.17 | |
| 0.1216 | 7.14 | |
| 0.8245 | 33.62 |
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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