Asia Commercial Bank JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.14% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1949 | 4.31 | |
| 0.1330 | 9.48 | |
| 0.8274 | 42.45 | |
| -0.6481 | -2.96 | |
| 1.0790 | 2.84 | |
| -0.8711 | -2.45 | |
| 1.0128 | 2.93 | |
| -0.9375 | -3.48 | |
| 0.5510 | 1.90 | |
| -0.4242 | -1.26 | |
| 0.4313 | 1.45 | |
| -0.2475 | -1.19 |
Estimation Period:
Apr 2, 2007 to Feb 6, 2026
Apr 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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