Dfcc Bank APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:19.64% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1447 | 9.83 | |
| 0.1446 | 23.14 | |
| 0.8458 | 121.47 | |
| -0.0428 | -2.73 | |
| 1.7493 | 22.18 |
Estimation Period:
Jan 15, 1990 to Feb 27, 2026
Jan 15, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities