Bank AlBilad GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.36% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2459 | 18.41 | |
| 0.1405 | 25.03 | |
| 0.8046 | 121.41 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
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