Ahli Bank SAOG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.45% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1366 | 9.22 | |
| 0.0475 | 5.71 | |
| 0.9278 | 219.02 | |
| 0.0140 | 0.90 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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