Dfcc Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.53% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1634 | 14.43 | |
| 0.1461 | 19.79 | |
| 0.8419 | 130.13 | |
| -0.0171 | -1.49 |
Estimation Period:
Jan 15, 1990 to Feb 6, 2026
Jan 15, 1990 to Feb 6, 2026
News Impact Curve
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