Asia Commercial Bank JSC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.68% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1107 | 17.19 | |
| 0.1453 | 47.91 | |
| 0.8357 | 255.72 | |
| -0.0952 | -1.69 |
Estimation Period:
Apr 2, 2007 to Feb 6, 2026
Apr 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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