V-Lab: Middle East Specia Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Middle East Specia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, November 2nd, 2025:31.50% (-1.11%)

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
$ω$	2.2204	5.94
$α$	0.1168	7.07
$β$	0.8209	30.92
$γ_{1}$	0.2886	3.40
$γ_{2}$	-0.4342	-3.32
$γ_{3}$	0.2822	3.07
$γ_{4}$	-0.2631	-3.03
$γ_{5}$	0.2122	2.35
$γ_{6}$	-0.0954	-1.18
$γ_{7}$	-0.0077	-0.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts