Bank AlBilad EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.78% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1178 | 18.21 | |
| 0.2663 | 29.66 | |
| 0.9300 | 237.61 | |
| -0.0197 | -2.74 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
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