Bahrain Bourse All Share Index EGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
9.28%
decreased by 1.40%
1 Week
9.27%
decreased by 1.41%
1 Month
9.24%
decreased by 1.44%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1282 | -18.20 | |
| 0.3531 | 52.13 | |
| 0.8820 | 170.99 | |
| -0.0151 | -2.14 |
Estimation Period:
Jan 2, 2003 to Jun 4, 2026
Jan 2, 2003 to Jun 4, 2026
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