RCE Capital BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.03% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8825 | 3.01 | |
| 0.1145 | 7.21 | |
| 0.7686 | 21.72 | |
| -0.1706 | -1.21 | |
| 0.1333 | 0.69 | |
| 0.0141 | 0.15 | |
| 0.0829 | 1.10 | |
| 0.0808 | 0.85 | |
| -0.4290 | -2.97 | |
| 0.5179 | 3.45 | |
| -0.2935 | -2.63 | |
| 0.0610 | 0.85 |
Estimation Period:
Jul 5, 1996 to Feb 6, 2026
Jul 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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