Derayah Financial - Derayah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:40.54% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5022 | 2.21 | |
| 0.0672 | 24.29 | |
| 0.9753 | 89.40 | |
| 2.0977 | 102.55 |
Estimation Period:
Apr 4, 2018 to Feb 12, 2026
Apr 4, 2018 to Feb 12, 2026
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