Bahrain Bourse All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:5.60% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 23.67 | |
| 0.1898 | 21.25 | |
| 0.7081 | 99.92 | |
| 0.0268 | 1.72 |
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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