Faysal Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.35% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1421 | 33.12 | |
| 0.6268 | 64.64 | |
| 0.0298 | 3.51 | |
| 0.0024 | 1.23 | |
| 0.0013 | 2.33 | |
| 0.9983 | 1,211.47 |
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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