First Elite Capital Modaraba Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:104.08% (+9.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7123 | 6.36 | |
| 0.1947 | 6.00 | |
| 0.5839 | 7.50 | |
| -0.7572 | -2.78 | |
| 1.0020 | 2.35 | |
| -0.1538 | -0.45 | |
| 0.2758 | 0.85 | |
| -1.2503 | -3.65 | |
| 1.7409 | 4.22 | |
| -1.5006 | -3.13 | |
| 0.6784 | 1.31 |
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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