First Elite Capital Modaraba Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:108.92% (+9.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7156 | 6.37 | |
| 0.1942 | 6.00 | |
| 0.5862 | 7.57 | |
| -0.7468 | -2.74 | |
| 0.9855 | 2.31 | |
| -0.1444 | -0.42 | |
| 0.2751 | 0.85 | |
| -1.2655 | -3.74 | |
| 1.7876 | 4.53 | |
| -1.6280 | -3.94 | |
| 1.0475 | 3.83 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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