Arif Habib Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.86% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9965 | 9.81 | |
| 0.1564 | 6.67 | |
| 0.6742 | 10.88 | |
| -0.0417 | -2.43 | |
| 0.0804 | 3.11 | |
| -0.0578 | -2.97 | |
| 0.0221 | 1.47 |
Estimation Period:
Feb 14, 2007 to Feb 6, 2026
Feb 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Arif Habib Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities