V-Lab
V-Lab
Bahrain Bourse All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, April 14th, 2024:9.33% (+1.67%)

Analysis last updated: Friday, April 12, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bahrain Bourse All Share Index GJR-GARCH
paramt-stat
ω0.023721.29
α0.186821.38
β0.7450110.73
γ-0.0001-0.01
Estimation Period:
Jan 2, 2003 to Apr 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts