First Dawood Properties Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:81.39% (-7.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.54 | |
| 0.1499 | 13.76 | |
| 0.6640 | 54.33 | |
| 0.0061 | 0.34 |
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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