Alkhaleej Takaful Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:13.27% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7116 | 3.61 | |
| 0.0659 | 6.00 | |
| 0.8920 | 45.32 | |
| -0.0487 | -0.31 | |
| 0.0007 | 0.00 | |
| 0.2500 | 1.36 | |
| -0.3932 | -2.04 | |
| 0.3453 | 2.16 | |
| -0.2863 | -2.06 | |
| 0.2383 | 1.54 | |
| -0.2513 | -1.50 | |
| 0.2427 | 1.99 |
Estimation Period:
Dec 19, 2005 to Feb 12, 2026
Dec 19, 2005 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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