Faysal Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.22% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 13.59 | |
| 0.1350 | 23.58 | |
| 0.9749 | 444.33 | |
| 0.0162 | 3.10 |
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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