Middle East Specia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.98% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1915 | 5.90 | |
| 0.1155 | 7.09 | |
| 0.8224 | 31.20 | |
| 0.2733 | 3.31 | |
| -0.4095 | -3.22 | |
| 0.2645 | 2.96 | |
| -0.2483 | -2.99 | |
| 0.2044 | 2.37 | |
| -0.0962 | -1.25 | |
| -0.0042 | -0.08 |
Estimation Period:
Dec 8, 2007 to Feb 5, 2026
Dec 8, 2007 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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