Dfcc Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.61% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2247 | 20.68 | |
| 0.5797 | 38.21 | |
| -0.0146 | -1.17 | |
| 0.0335 | 3.38 | |
| 0.0392 | 4.86 | |
| 0.9547 | 110.38 |
Estimation Period:
Jan 15, 1990 to Feb 6, 2026
Jan 15, 1990 to Feb 6, 2026
News Impact Curve
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