Air Arabia Pjsc EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:26.42% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 19.41 | |
| 0.1177 | 19.58 | |
| 0.9801 | 679.65 | |
| -0.0103 | -2.15 |
Estimation Period:
Jul 16, 2007 to Feb 12, 2026
Jul 16, 2007 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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