Derayah Financial - Derayah GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:13.62% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 11.55 | |
| 0.1065 | 10.04 | |
| 0.8611 | 111.03 | |
| -0.0247 | -1.47 |
Estimation Period:
Apr 4, 2018 to Feb 12, 2026
Apr 4, 2018 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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