Dawood Equities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.12% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8211 | 8.68 | |
| 0.1712 | 6.02 | |
| 0.4029 | 3.97 | |
| -0.1730 | -3.05 | |
| 0.3384 | 3.91 | |
| -0.3433 | -5.64 | |
| 0.2542 | 4.96 | |
| -0.0707 | -2.07 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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