Derayah Financial Company GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.03% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1559 | 5.44 | |
| 0.0363 | 2.76 | |
| 0.8516 | 57.33 | |
| 0.1681 | 4.76 |
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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