Naseej International Trading Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:36.30% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7300 | 5.44 | |
| 0.1221 | 6.56 | |
| 0.7832 | 25.21 | |
| 0.0168 | 1.10 | |
| -0.0320 | -1.40 | |
| 0.0180 | 1.50 |
Estimation Period:
Feb 24, 2010 to Feb 5, 2026
Feb 24, 2010 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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