Ayyan Investment Co Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.87% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4758 | 4.36 | |
| 0.1052 | 7.84 | |
| 0.8230 | 36.63 | |
| -0.0540 | -0.42 | |
| -0.2475 | -1.35 | |
| 0.5996 | 5.01 | |
| -0.4705 | -3.64 | |
| 0.3175 | 2.39 | |
| -0.3366 | -2.62 | |
| 0.3699 | 2.98 | |
| -0.2531 | -2.11 | |
| 0.1221 | 1.16 | |
| -0.2111 | -1.41 |
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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