Arabia Insurance Coop Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.78% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2572 | 17.12 | |
| 0.1014 | 16.74 | |
| 0.8453 | 161.62 | |
| 0.0289 | 2.93 |
Estimation Period:
Feb 23, 2008 to Feb 5, 2026
Feb 23, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Arabia Insurance Coop Co Analyses
Other GJR-GARCH Analyses on International Equities