Bahrain Bourse All Share Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:5.76% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 22.99 | |
| 0.1978 | 36.52 | |
| 0.7161 | 101.31 | |
| 0.0008 | 0.08 |
Estimation Period:
Jan 2, 2003 to Feb 12, 2026
Jan 2, 2003 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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