Dfcc Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.75% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6068 | 3.42 | |
| 0.2042 | 7.45 | |
| 0.6159 | 13.49 | |
| 0.2364 | 3.45 | |
| -0.3288 | -3.48 | |
| 0.1070 | 2.12 | |
| -0.0170 | -0.38 | |
| -0.0070 | -0.18 | |
| 0.0750 | 2.01 | |
| -0.0901 | -1.83 | |
| -0.0683 | -0.86 |
Estimation Period:
Jan 15, 1990 to Feb 6, 2026
Jan 15, 1990 to Feb 6, 2026
News Impact Curve
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