Faysal Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.96% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3248 | 4.08 | |
| 0.1369 | 7.68 | |
| 0.6852 | 17.40 | |
| 0.2796 | 3.27 | |
| -0.3463 | -2.93 | |
| 0.0941 | 1.13 | |
| -0.0237 | -0.25 | |
| -0.0222 | -0.25 | |
| 0.0065 | 0.09 | |
| 0.0587 | 0.94 | |
| -0.0770 | -1.35 | |
| 0.0817 | 1.35 | |
| -0.1500 | -1.77 |
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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