Foroya Banki P/F Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.39% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5795 | 10.42 | |
| 0.2602 | 3.89 | |
| 0.3375 | 3.96 | |
| 0.3728 | 6.14 | |
| -0.5873 | -5.83 | |
| 0.3468 | 3.56 | |
| -0.2714 | -2.07 | |
| 0.3552 | 2.59 | |
| -0.4720 | -3.38 | |
| 0.5817 | 3.56 |
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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