First Habib Modaraba Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.54% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5808 | 5.73 | |
| 0.2704 | 6.45 | |
| 0.2686 | 3.89 | |
| 0.1901 | 2.15 | |
| -0.3307 | -2.35 | |
| 0.1971 | 1.93 | |
| -0.0657 | -0.76 | |
| 0.0836 | 0.97 | |
| -0.1769 | -1.94 | |
| 0.1832 | 1.98 | |
| -0.1605 | -1.34 |
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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