Bahrain Bourse All Share Index GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
7.83%
decreased by 0.65%
1 Week
8.06%
decreased by 0.42%
1 Month
8.58%
increased by 0.10%
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 | |
|---|---|---|
| 0.0272 | 22.32 | |
| 0.1855 | 36.02 | |
| 0.7345 | 106.75 |
Estimation Period:
Jan 2, 2003 to Jun 11, 2026
Jan 2, 2003 to Jun 11, 2026
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