Abdullah Al Othaim Markets Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:24.01% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8343 | 5.07 | |
| 0.1140 | 7.08 | |
| 0.7931 | 28.31 | |
| 0.3150 | 2.25 | |
| -0.3573 | -1.60 | |
| 0.2544 | 1.27 | |
| -0.4251 | -1.73 | |
| 0.2602 | 0.99 | |
| 0.0519 | 0.23 | |
| -0.3293 | -1.92 | |
| 0.5598 | 3.87 | |
| -0.7226 | -3.83 | |
| 0.9494 | 3.03 |
Estimation Period:
Jul 18, 2008 to Feb 12, 2026
Jul 18, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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