Derayah Financial - Derayah GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:16.99% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 11.17 | |
| 0.0859 | 14.83 | |
| 0.8714 | 113.77 |
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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