Derayah Financial - Derayah EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.03% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 4.77 | |
| 0.1741 | 16.70 | |
| 0.9614 | 267.81 | |
| 0.0117 | 1.08 |
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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