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Mercantile Islami Insurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.82% (0.00%)
Analysis last updated: Tuesday, February 10, 2026 at 07:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mercantile Islami Insurance S0GARCH
paramt-stat
ω1.00993.25
α0.09597.91
β0.883763.30
γ1-0.3581-3.12
γ20.57603.35
γ3-0.3627-2.27
γ40.18081.09
γ50.06130.45
γ6-0.1639-1.71
Estimation Period:
Oct 12, 2009 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts