Arif Habib Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.37% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9800 | 10.18 | |
| 0.1606 | 7.16 | |
| 0.6547 | 10.53 | |
| -0.0473 | -2.97 | |
| 0.0922 | 3.95 | |
| -0.0756 | -3.87 | |
| 0.0641 | 1.57 |
Estimation Period:
Feb 14, 2007 to Feb 6, 2026
Feb 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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