Foroya Banki P/F Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.83% (+4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1888 | 7.08 | |
| 0.2375 | 4.35 | |
| 0.3720 | 4.64 | |
| 0.0337 | 0.18 | |
| 0.2574 | 0.90 | |
| -0.7504 | -4.45 | |
| 0.8087 | 5.79 | |
| -0.5182 | -2.87 | |
| 0.1135 | 0.39 | |
| 0.3698 | 0.99 | |
| -0.6226 | -1.83 | |
| 0.3957 | 1.37 | |
| -0.0755 | -0.32 |
Estimation Period:
Jun 20, 2007 to Feb 6, 2026
Jun 20, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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