Commercial Bank OF Dubai Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:27.55% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3134 | 3.37 | |
| 0.2364 | 7.71 | |
| 0.7104 | 20.72 | |
| 0.4304 | 2.50 | |
| -0.6599 | -2.62 | |
| 0.3509 | 2.33 | |
| -0.1440 | -1.47 |
Estimation Period:
Nov 11, 2005 to Feb 13, 2026
Nov 11, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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