Habib Insurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.42% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9934 | 8.12 | |
| 0.1966 | 6.64 | |
| 0.4187 | 5.72 | |
| 0.5803 | 2.90 | |
| -0.9276 | -2.99 | |
| 0.5789 | 2.17 | |
| -0.5443 | -1.98 | |
| 0.5326 | 2.22 | |
| -0.1478 | -0.49 | |
| 0.0185 | 0.06 | |
| -0.1891 | -0.74 | |
| -0.1456 | -0.69 | |
| 0.4068 | 2.76 |
Estimation Period:
Nov 22, 2005 to Feb 6, 2026
Nov 22, 2005 to Feb 6, 2026
News Impact Curve
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