Bahrain Bourse All Share Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:7.17% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1414 | -19.12 | |
| 0.3688 | 53.62 | |
| 0.8728 | 162.40 | |
| -0.0140 | -1.93 |
Estimation Period:
Jan 2, 2003 to Feb 19, 2026
Jan 2, 2003 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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