Bahrain Bourse All Share Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:5.57% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 22.87 | |
| 0.1971 | 36.45 | |
| 0.7174 | 101.52 |
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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