Dewan Farooque Motors Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.53% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5273 | 12.88 | |
| 0.0713 | 10.37 | |
| 0.8877 | 138.70 | |
| 0.0396 | 2.87 |
Estimation Period:
Aug 25, 2004 to Feb 4, 2026
Aug 25, 2004 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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