Dfcc Bank GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.85% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1598 | 14.06 | |
| 0.1353 | 24.02 | |
| 0.8448 | 130.41 |
Estimation Period:
Jan 15, 1990 to Feb 6, 2026
Jan 15, 1990 to Feb 6, 2026
News Impact Curve
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