Arab Cotton Ginning GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.39% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5209 | 30.14 | |
| 0.2003 | 15.96 | |
| 0.7438 | 128.96 | |
| 0.0345 | 1.95 |
Estimation Period:
Apr 14, 1999 to Feb 5, 2026
Apr 14, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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