Thob Al Aseel Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.52% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6053 | 8.72 | |
| 0.1356 | 8.19 | |
| 0.7684 | 44.15 | |
| -0.0914 | -4.41 |
Estimation Period:
Jun 15, 2017 to Feb 5, 2026
Jun 15, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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