Faysal Bank Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.86% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1565 | 11.55 | |
| 0.0728 | 17.57 | |
| 0.9089 | 187.13 | |
| -0.0515 | -2.55 | |
| 1.6013 | 25.99 |
Estimation Period:
Nov 19, 1993 to Feb 6, 2026
Nov 19, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Faysal Bank Ltd Analyses
Other APARCH Analyses on International Equities