Sobha Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.72% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0779 | 18.28 | |
| 0.7531 | 52.25 | |
| 0.0737 | 8.36 | |
| 0.0884 | 0.88 | |
| 0.0062 | 0.90 | |
| 0.9829 | 53.38 |
Estimation Period:
Dec 20, 2006 to Feb 6, 2026
Dec 20, 2006 to Feb 6, 2026
News Impact Curve
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