Makkah Construct & Devlpmt EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:40.57% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 32.98 | |
| 0.2286 | 42.54 | |
| 0.9684 | 816.56 | |
| 0.0142 | 2.46 |
Estimation Period:
Oct 19, 2001 to Feb 5, 2026
Oct 19, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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