Residences Dar Saa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.52% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6878 | 15.28 | |
| 0.1291 | 13.09 | |
| 0.7666 | 79.07 | |
| -0.0026 | -0.16 |
Estimation Period:
Dec 26, 2014 to Feb 6, 2026
Dec 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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