Faysal Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.94% (+5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2389 | 11.91 | |
| 0.0692 | 10.90 | |
| 0.9039 | 168.73 | |
| -0.0094 | -1.18 |
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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