Bank AlBilad AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.30% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2337 | 18.56 | |
| 0.1345 | 25.19 | |
| 0.8118 | 129.78 | |
| 0.0017 | 0.03 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
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