Bahrain Bourse All Share Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:7.65% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 23.04 | |
| 0.1975 | 36.50 | |
| 0.7161 | 101.28 | |
| 0.0008 | 0.08 |
Estimation Period:
Jan 2, 2003 to Feb 19, 2026
Jan 2, 2003 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices