Lebanese Co Dev & Recon Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:36.81% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5019 | 6.02 | |
| 0.2295 | 7.25 | |
| 0.6590 | 16.29 | |
| 0.1621 | 1.50 | |
| -0.1368 | -0.86 | |
| -0.1099 | -0.92 | |
| 0.2093 | 1.71 | |
| -0.1096 | -1.04 | |
| -0.0106 | -0.08 | |
| -0.1627 | -0.86 | |
| 0.3258 | 1.65 | |
| -0.2369 | -1.82 |
Estimation Period:
Sep 19, 2000 to Oct 31, 2025
Sep 19, 2000 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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