Derayah Financial - Derayah Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.65% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4597 | 4.05 | |
| 0.0868 | 3.39 | |
| 0.8275 | 16.26 | |
| -0.2132 | -2.19 | |
| 0.2721 | 1.85 | |
| -0.0145 | -0.11 |
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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