Wafa Assurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.94% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9993 | 3.66 | |
| 0.2021 | 10.32 | |
| 0.6783 | 25.28 | |
| 0.3715 | 2.32 | |
| -0.6917 | -2.85 | |
| 0.5164 | 3.81 | |
| -0.2624 | -2.98 | |
| 0.1287 | 1.59 | |
| -0.2018 | -2.62 | |
| 0.2414 | 3.16 | |
| -0.1199 | -1.95 |
Estimation Period:
Jul 15, 1998 to Feb 6, 2026
Jul 15, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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