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Wafa Assurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.94% (-3.70%)
Analysis last updated: Tuesday, February 10, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wafa Assurance S0GARCH
paramt-stat
ω0.99933.66
α0.202110.32
β0.678325.28
γ10.37152.32
γ2-0.6917-2.85
γ30.51643.81
γ4-0.2624-2.98
γ50.12871.59
γ6-0.2018-2.62
γ70.24143.16
γ8-0.1199-1.95
Estimation Period:
Jul 15, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts