RCE Capital BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.48% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8769 | 2.98 | |
| 0.1154 | 7.30 | |
| 0.7674 | 21.59 | |
| -0.1790 | -1.27 | |
| 0.1458 | 0.75 | |
| 0.0088 | 0.09 | |
| 0.0827 | 1.09 | |
| 0.0845 | 0.88 | |
| -0.4336 | -2.99 | |
| 0.5206 | 3.40 | |
| -0.2910 | -2.25 | |
| 0.0461 | 0.27 |
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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