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

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Middle East Specia Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, November 2nd, 2025:28.20% (-1.23%)

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
$ω$	1.9583	5.86
$α$	0.1193	6.83
$β$	0.8051	27.27
$γ_{1}$	0.1555	0.78
$γ_{2}$	0.0125	0.04
$γ_{3}$	-0.4709	-1.91
$γ_{4}$	0.6709	3.06
$γ_{5}$	-0.6415	-3.09
$γ_{6}$	0.3382	1.79
$γ_{7}$	0.0126	0.07
$γ_{8}$	-0.1678	-0.88
$γ_{9}$	0.2345	1.27
$γ_{10}$	-0.3976	-1.70

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

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