Faysal Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.32% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4456 | 22.88 | |
| 0.1047 | 32.02 | |
| 0.8376 | 192.01 | |
| -0.2947 | -3.18 |
Estimation Period:
Nov 19, 1993 to Feb 6, 2026
Nov 19, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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