Drh Holdings Jsc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.84% (-6.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4351 | 9.66 | |
| 0.3329 | 44.89 | |
| 0.8208 | 44.15 | |
| -0.0159 | -2.01 |
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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