Al Tawfeek Leasing Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:13.89% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7579 | 4.66 | |
| 0.0541 | 2.18 | |
| 0.4002 | 1.51 | |
| -0.2720 | -0.31 | |
| 0.2237 | 0.17 | |
| 0.2732 | 0.29 | |
| -0.5771 | -0.75 | |
| 0.5586 | 0.81 | |
| -0.7599 | -0.73 | |
| 1.6613 | 1.28 | |
| -2.5081 | -1.90 | |
| 3.4210 | 2.60 | |
| -6.6905 | -5.06 |
Estimation Period:
Dec 29, 2017 to Feb 12, 2026
Dec 29, 2017 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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