Sobha Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.31% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2677 | 12.05 | |
| 0.2303 | 24.20 | |
| 0.8772 | 84.61 | |
| -0.0307 | -3.83 |
Estimation Period:
Dec 20, 2006 to Feb 6, 2026
Dec 20, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities