Dfcc Bank MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.17% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1601 | 3.67 | |
| 0.1782 | 10.42 | |
| 0.7946 | 144.16 |
Estimation Period:
Nov 17, 2003 to Feb 3, 2026
Nov 17, 2003 to Feb 3, 2026
News Impact Curve
Volatility Forecasts
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