Dfcc Bank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.11% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1139 | 15.90 | |
| 0.2270 | 16.35 | |
| 0.9435 | 186.20 | |
| 0.0185 | 2.64 |
Estimation Period:
Jan 15, 1990 to Feb 13, 2026
Jan 15, 1990 to Feb 13, 2026
News Impact Curve
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