Sobha Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.93% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8840 | 14.10 | |
| 0.1141 | 21.84 | |
| 0.7786 | 71.13 |
Estimation Period:
Dec 20, 2006 to Feb 6, 2026
Dec 20, 2006 to Feb 6, 2026
News Impact Curve
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