V-Lab
V-Lab
Bahrain Bourse All Share Index APARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:8.19% (-0.35%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bahrain Bourse All Share Index APARCH
paramt-stat
ω0.049920.40
α0.206841.89
β0.7481109.42
γ0.00520.39
δ1.130026.35
Estimation Period:
Jan 2, 2003 to Apr 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts