Bahrain Bourse All Share Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:5.55% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1413 | -19.11 | |
| 0.3691 | 53.64 | |
| 0.8729 | 162.40 | |
| -0.0139 | -1.92 |
Estimation Period:
Jan 2, 2003 to Feb 12, 2026
Jan 2, 2003 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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