Al Hammadi Holding Company GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.05% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1162 | 19.98 | |
| 0.0646 | 15.79 | |
| 0.8690 | 216.99 | |
| 0.0717 | 6.70 |
Estimation Period:
Jul 16, 2014 to Feb 5, 2026
Jul 16, 2014 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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