Al Sagr Company For Coop Ins Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.14% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4203 | 6.30 | |
| 0.1476 | 6.96 | |
| 0.7445 | 21.23 | |
| -0.1873 | -1.22 | |
| 0.4210 | 1.69 | |
| -0.5400 | -2.84 | |
| 0.6977 | 4.11 | |
| -0.7285 | -4.46 | |
| 0.4467 | 2.50 | |
| -0.0126 | -0.07 | |
| -0.1578 | -0.87 | |
| 0.0765 | 0.35 | |
| -0.1315 | -0.46 |
Estimation Period:
Feb 22, 2008 to Feb 5, 2026
Feb 22, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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