Al-Ghazi Tractors Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.95% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3199 | 24.48 | |
| 0.1826 | 23.20 | |
| 0.7863 | 102.74 | |
| -0.0425 | -3.00 |
Estimation Period:
Dec 4, 1995 to Feb 6, 2026
Dec 4, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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