Bank AlBilad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.45% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2351 | 4.90 | |
| 0.1625 | 6.53 | |
| 0.7196 | 19.38 | |
| -0.1295 | -2.18 | |
| 0.2630 | 2.94 | |
| -0.2558 | -4.19 | |
| 0.2369 | 4.51 | |
| -0.1901 | -3.90 | |
| 0.1002 | 2.64 |
Estimation Period:
Oct 3, 2005 to Feb 12, 2026
Oct 3, 2005 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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