Drh Holdings Jsc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:84.19% (+10.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8142 | 9.20 | |
| 0.1999 | 9.00 | |
| 0.6337 | 12.32 | |
| -0.0405 | -0.62 | |
| -0.0171 | -0.18 | |
| 0.1205 | 1.63 | |
| -0.0097 | -0.12 | |
| -0.3049 | -3.12 | |
| 0.7626 | 6.33 |
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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