Bank AlBilad GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.79% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2487 | 16.62 | |
| 0.1152 | 15.81 | |
| 0.8065 | 118.99 | |
| 0.0452 | 3.60 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
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