Derayah Financial - Derayah APARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:17.76% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 10.92 | |
| 0.1009 | 14.64 | |
| 0.8834 | 125.30 | |
| -0.0756 | -1.68 | |
| 1.4541 | 15.40 |
Estimation Period:
Apr 4, 2018 to Feb 5, 2026
Apr 4, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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