First Habib Modaraba Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.34% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5509 | 5.71 | |
| 0.2655 | 6.41 | |
| 0.2663 | 3.79 | |
| 0.1786 | 2.02 | |
| -0.3119 | -2.22 | |
| 0.1833 | 1.80 | |
| -0.0534 | -0.62 | |
| 0.0710 | 0.83 | |
| -0.1587 | -1.78 | |
| 0.1482 | 1.77 | |
| -0.0742 | -1.31 |
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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