El Arabia Engr Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:39.27% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8159 | 5.53 | |
| 0.0966 | 4.11 | |
| 0.7238 | 10.62 | |
| -0.0168 | -0.05 | |
| -0.1953 | -0.40 | |
| 0.7195 | 1.85 | |
| -1.0703 | -2.71 | |
| 1.0022 | 2.91 | |
| -0.6274 | -2.37 | |
| 0.0795 | 0.33 | |
| 0.1854 | 0.59 | |
| -0.0239 | -0.06 |
Estimation Period:
Feb 28, 2012 to Feb 5, 2026
Feb 28, 2012 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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