Drh Holdings Jsc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.56% (-10.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0766 | 12.06 | |
| 0.1885 | 41.80 | |
| 0.7180 | 75.14 | |
| 0.1235 | 3.07 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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