Bahrain Bourse Esterad Index AGARCH Volatility Analysis
Inactive
Last recorded values (Sunday, April 3rd, 2016):
1 Day
14.79%
1 Week
14.65%
1 Month
14.15%
Analysis last updated: Friday, April 29, 2016 at 06:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 13.79 | |
| 0.1201 | 20.73 | |
| 0.8522 | 132.37 | |
| -0.0528 | -3.03 |
Estimation Period:
Jul 1, 2004 to Mar 31, 2016
Jul 1, 2004 to Mar 31, 2016
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