Bahrain Bourse All Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
7.61%
decreased by 0.60%
1 Week
7.89%
decreased by 0.32%
1 Month
8.52%
increased by 0.31%
Analysis last updated: Friday, June 12, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 23.18 | |
| 0.1763 | 20.89 | |
| 0.7254 | 104.98 | |
| 0.0298 | 2.02 |
Estimation Period:
Jan 2, 2003 to Jun 11, 2026
Jan 2, 2003 to Jun 11, 2026
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