Takaful Emarat Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.79% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3100 | 8.19 | |
| 0.1015 | 6.55 | |
| 0.7758 | 19.95 | |
| 0.3943 | 3.58 | |
| -0.4872 | -2.55 | |
| 0.2946 | 1.96 | |
| -0.5232 | -4.20 | |
| 0.5788 | 3.97 | |
| -0.4301 | -2.72 | |
| 0.4252 | 2.61 | |
| -0.5882 | -4.01 | |
| 0.5058 | 5.15 |
Estimation Period:
Jul 26, 2008 to Feb 6, 2026
Jul 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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