Bahrain Bourse Esterad Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0286 | -6.40 | |
| 0.2449 | 25.54 | |
| 0.9427 | 234.84 | |
| 0.0112 | 1.45 |
Estimation Period:
Jul 1, 2004 to Mar 31, 2016
Jul 1, 2004 to Mar 31, 2016
News Impact Curve
Volatility Forecasts
Other Bahrain Bourse Esterad Index Analyses
Other EGARCH Analyses on Equity Indices