E7 Group PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:16.88% (-5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2153 | 3.75 | |
| 0.2750 | 4.31 | |
| 0.0966 | 0.77 | |
| 23.3898 | 3.46 | |
| -36.0738 | -3.58 | |
| 24.2427 | 3.42 | |
| -20.4572 | -2.75 | |
| 15.1855 | 2.07 | |
| -13.6571 | -1.47 | |
| 8.8719 | 0.88 | |
| 9.6879 | 1.22 | |
| -26.0888 | -3.34 | |
| 21.0696 | 3.58 |
Estimation Period:
May 30, 2022 to Feb 6, 2026
May 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other E7 Group PJSC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities