First Dawood Properties Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:81.62% (-9.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8408 | 20.11 | |
| 0.1656 | 21.44 | |
| 0.6204 | 45.75 | |
| 0.0410 | 0.27 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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