Habib Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.50% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2355 | 7.57 | |
| 0.0772 | 9.54 | |
| 0.9093 | 186.91 | |
| -0.0287 | -2.78 |
Estimation Period:
Nov 22, 2005 to Feb 6, 2026
Nov 22, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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