Makkah Construct & Devlpmt MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.79% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1432 | 24.76 | |
| 0.7892 | 124.18 | |
| 0.0001 | 0.01 | |
| 0.0088 | 5.56 | |
| 0.0208 | 6.28 | |
| 0.9766 | 257.61 |
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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