EMSTEEL Building Materials PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.20% (-4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5830 | 5.03 | |
| 0.1636 | 8.10 | |
| 0.6437 | 15.16 | |
| -0.1131 | -2.30 | |
| 0.2185 | 3.23 | |
| -0.2427 | -6.39 | |
| 0.2464 | 6.42 | |
| -0.2156 | -5.56 | |
| 0.1698 | 5.99 |
Estimation Period:
Jan 12, 2007 to Feb 12, 2026
Jan 12, 2007 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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