ALI AL Ghanim Sons Automotiv GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:12.42% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 4.29 | |
| 0.0965 | 5.88 | |
| 0.9206 | 122.85 | |
| -0.0965 | -5.34 |
Estimation Period:
Jun 7, 2022 to Feb 12, 2026
Jun 7, 2022 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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