V-Lab
Bahrain Bourse Esterad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, April 3rd, 2016:14.43% (-0.29%)
Analysis last updated: Monday, March 1, 2021 at 09:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 13.89 | |
| 0.1364 | 15.94 | |
| 0.8517 | 131.13 | |
| -0.0293 | -2.49 |
Estimation Period:
Jul 1, 2004 to Mar 31, 2016
Jul 1, 2004 to Mar 31, 2016
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