First Habib Modaraba GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.15% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8166 | 23.19 | |
| 0.2971 | 13.41 | |
| 0.3689 | 22.65 | |
| -0.0849 | -2.65 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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