Bahrain Bourse Esterad Index GARCH Volatility Analysis
Inactive
Last recorded values (Sunday, April 3rd, 2016):
1 Day
15.16%
1 Week
15.00%
1 Month
14.45%
Analysis last updated: Monday, March 1, 2021 at 05:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 14.15 | |
| 0.1242 | 20.21 | |
| 0.8475 | 125.62 |
Estimation Period:
Jul 1, 2004 to Mar 31, 2016
Jul 1, 2004 to Mar 31, 2016
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