Abdullah Al Othaim Markets MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:18.77% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1039 | 23.32 | |
| 0.8066 | 100.42 | |
| -0.0051 | -0.58 | |
| 1.2399 | 0.38 | |
| 0.4397 | 0.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 18, 2008 to Feb 12, 2026
Jul 18, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other Abdullah Al Othaim Markets Analyses
Other MF2-GARCH Analyses on International Equities