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Abdullah Al Othaim Markets Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:24.01% (-0.56%)
Analysis last updated: Friday, February 13, 2026 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Abdullah Al Othaim Markets SGARCH
paramt-stat
ω2.83435.07
α0.11407.08
β0.793128.31
γ10.31502.25
γ2-0.3573-1.60
γ30.25441.27
γ4-0.4251-1.73
γ50.26020.99
γ60.05190.23
γ7-0.3293-1.92
γ80.55983.87
γ9-0.7226-3.83
γ100.94943.03
Estimation Period:
Jul 18, 2008 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts