Bank AlBilad MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.60% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1218 | 13.45 | |
| 0.6590 | 30.23 | |
| 0.0620 | 4.41 | |
| 0.3482 | 0.52 | |
| 0.1571 | 0.47 | |
| 0.7448 | 1.40 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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