Ibraco BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.92% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4365 | 2.47 | |
| 0.1785 | 6.63 | |
| 0.7770 | 27.85 | |
| -0.0609 | -0.87 | |
| -0.0145 | -0.15 | |
| 0.1795 | 2.98 | |
| -0.1938 | -3.00 | |
| 0.1377 | 1.35 |
Estimation Period:
Aug 6, 2004 to Feb 6, 2026
Aug 6, 2004 to Feb 6, 2026
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