Makkah Construct & Devlpmt Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.92% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8684 | 4.13 | |
| 0.1469 | 7.76 | |
| 0.7616 | 28.52 | |
| -0.0385 | -0.29 | |
| -0.1253 | -0.64 | |
| 0.2287 | 1.81 | |
| -0.0119 | -0.10 | |
| 0.0424 | 0.36 | |
| -0.3601 | -3.23 | |
| 0.5425 | 4.57 | |
| -0.4279 | -3.69 | |
| 0.2285 | 1.92 | |
| -0.0747 | -0.45 |
Estimation Period:
Oct 19, 2001 to Feb 5, 2026
Oct 19, 2001 to Feb 5, 2026
News Impact Curve
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