Modaraba Al Mali Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2064 | 7.98 | |
| 0.1537 | 6.40 | |
| 0.5833 | 9.97 | |
| -0.0664 | -0.69 | |
| 0.2063 | 1.30 | |
| -0.0054 | -0.05 | |
| -0.4090 | -4.68 | |
| 0.3728 | 4.66 | |
| -0.1239 | -1.48 | |
| 0.1089 | 1.39 | |
| -0.2431 | -3.16 | |
| 0.3625 | 3.22 |
Estimation Period:
Aug 5, 1996 to May 31, 2024
Aug 5, 1996 to May 31, 2024
News Impact Curve
Volatility Forecasts
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