Ahli Bank SAOG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.72% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8163 | 3.78 | |
| 0.1230 | 6.04 | |
| 0.7515 | 15.40 | |
| 1.2479 | 3.14 | |
| -1.7829 | -3.01 | |
| 0.6557 | 1.88 | |
| -0.0058 | -0.02 | |
| -0.2442 | -0.89 | |
| 0.3316 | 1.26 | |
| -0.6303 | -2.31 | |
| 0.7973 | 3.24 | |
| -0.4969 | -1.50 | |
| 0.3443 | 0.59 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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