V-Lab
V-Lab
Bahrain Bourse All Share Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, April 14th, 2024:14.55% (+6.95%)

Analysis last updated: Friday, April 12, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bahrain Bourse All Share Index AGARCH
paramt-stat
ω0.022320.74
α0.180634.71
β0.7539114.01
γ-0.0270-2.90
Estimation Period:
Jan 2, 2003 to Apr 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts