V-Lab
Bahrain Bourse Esterad Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, April 3rd, 2016:13.90% (+0.17%)
Analysis last updated: Monday, March 1, 2021 at 06:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0286 | -6.40 | |
| 0.2449 | 25.54 | |
| 0.9427 | 234.84 | |
| 0.0112 | 1.45 |
Estimation Period:
Jul 1, 2004 to Mar 31, 2016
Jul 1, 2004 to Mar 31, 2016
News Impact Curve
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