Bank AlBilad Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.10% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2237 | 4.88 | |
| 0.1620 | 6.53 | |
| 0.7195 | 19.31 | |
| -0.1335 | -2.24 | |
| 0.2697 | 3.01 | |
| -0.2614 | -4.26 | |
| 0.2442 | 4.54 | |
| -0.2033 | -3.55 | |
| 0.1332 | 1.41 |
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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