Dfcc Bank AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.08% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1707 | 15.36 | |
| 0.1473 | 27.36 | |
| 0.8308 | 136.79 | |
| -0.2407 | -4.82 |
Estimation Period:
Jan 15, 1990 to Feb 6, 2026
Jan 15, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities