Qatari Investors Group Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.79% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8394 | 4.82 | |
| 0.0987 | 5.08 | |
| 0.8441 | 25.88 | |
| -0.4695 | -2.70 | |
| 0.7137 | 2.53 | |
| -0.1941 | -1.03 | |
| -0.1582 | -0.95 | |
| 0.0530 | 0.29 | |
| 0.2176 | 1.28 | |
| -0.3659 | -2.30 | |
| 0.3817 | 1.99 | |
| -0.5909 | -2.26 |
Estimation Period:
Jul 18, 2007 to Feb 9, 2026
Jul 18, 2007 to Feb 9, 2026
News Impact Curve
Volatility Forecasts
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