Asia Commercial Bank JSC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.18% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 17.87 | |
| 0.2831 | 47.40 | |
| 0.9475 | 282.49 | |
| -0.0038 | -0.44 |
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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