Derayah Financial Company Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.56% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0371 | 3.95 | |
| 0.1225 | 1.80 | |
| 0.8239 | 8.34 | |
| 0.0635 | 0.08 |
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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