Al Kathiri Holding Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.45% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7655 | 4.03 | |
| 0.1149 | 5.15 | |
| 0.7934 | 19.40 | |
| -1.7208 | -1.91 | |
| 1.6534 | 1.13 | |
| 0.3435 | 0.31 | |
| -0.9878 | -0.90 | |
| 2.2686 | 2.08 | |
| -2.8442 | -3.24 | |
| 1.8351 | 2.64 | |
| -0.6452 | -0.88 | |
| 0.1142 | 0.19 |
Estimation Period:
Aug 1, 2017 to Feb 5, 2026
Aug 1, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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