Abdullah Sm Abo Moati Statio Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.58% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9904 | 5.32 | |
| 0.0466 | 3.52 | |
| 0.9048 | 28.61 | |
| 0.2387 | 1.16 | |
| -0.5852 | -1.76 | |
| 0.5872 | 2.49 | |
| -0.3287 | -1.89 | |
| 0.4032 | 1.77 |
Estimation Period:
Mar 15, 2017 to Feb 5, 2026
Mar 15, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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