Ayyan Investment Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.06% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4810 | 4.38 | |
| 0.1048 | 7.86 | |
| 0.8253 | 37.62 | |
| -0.0592 | -0.46 | |
| -0.2318 | -1.26 | |
| 0.5766 | 4.78 | |
| -0.4457 | -3.42 | |
| 0.2934 | 2.19 | |
| -0.3113 | -2.40 | |
| 0.3377 | 2.71 | |
| -0.2022 | -1.71 | |
| 0.0241 | 0.26 | |
| 0.0281 | 0.51 |
Estimation Period:
Oct 23, 2001 to Feb 5, 2026
Oct 23, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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