Dr. Sulaiman Al Habib MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:18.50% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1233 | 11.29 | |
| 0.7105 | 20.99 | |
| -0.0011 | -0.08 | |
| 1.8667 | 0.04 | |
| 0.0659 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 24, 2020 to Feb 12, 2026
Mar 24, 2020 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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