V-Lab: Middle East Specia MF2-GARCH Volatility Analysis

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Middle East Specia MF2-GARCH Volatility Analysis

Volatility Prediction for Sunday, November 2nd, 2025:0.02% (-13.26%)

Analysis last updated: Saturday, November 1, 2025 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0114	407.14
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	0.43

Estimation Period:
Dec 8, 2007 to Oct 30, 2025

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