Icapital.Biz BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.80% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7085 | 7.66 | |
| 0.1192 | 4.51 | |
| 0.7292 | 14.25 | |
| 0.0394 | 2.18 | |
| -0.0571 | -2.18 | |
| 0.0129 | 0.95 |
Estimation Period:
Aug 26, 2011 to Feb 13, 2026
Aug 26, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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