Wafa Assurance Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.74% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0030 | 3.65 | |
| 0.2038 | 10.40 | |
| 0.6769 | 25.17 | |
| 0.3783 | 2.36 | |
| -0.7040 | -2.91 | |
| 0.5254 | 3.89 | |
| -0.2663 | -3.02 | |
| 0.1235 | 1.52 | |
| -0.1781 | -2.29 | |
| 0.1769 | 2.14 | |
| 0.0480 | 0.33 |
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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