Arab CO. FOR AST M Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.10% (-8.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2059 | 4.39 | |
| 0.3006 | 4.74 | |
| 0.4170 | 5.09 | |
| 5.7157 | 3.18 | |
| -5.8120 | -2.08 | |
| -1.3598 | -0.63 | |
| 2.3508 | 1.27 | |
| -0.3073 | -0.16 | |
| -3.2256 | -1.39 | |
| 6.6338 | 3.05 | |
| -9.0556 | -4.45 | |
| 9.7271 | 4.31 | |
| -6.3807 | -3.76 |
Estimation Period:
Jun 18, 2018 to Feb 5, 2026
Jun 18, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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