AL Abbas Sugar Mills GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.03% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2458 | 16.16 | |
| 0.1195 | 13.59 | |
| 0.8607 | 184.63 | |
| -0.0508 | -4.14 |
Estimation Period:
Oct 18, 2005 to Feb 6, 2026
Oct 18, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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