Trust Modaraba Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.43% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5338 | 3.23 | |
| 0.0742 | 6.57 | |
| 0.8898 | 49.90 | |
| -0.2582 | -2.81 | |
| 0.5119 | 4.01 | |
| -0.5010 | -6.77 | |
| 0.3486 | 4.58 | |
| -0.0454 | -0.59 | |
| -0.1515 | -1.97 | |
| 0.1369 | 2.31 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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