Aljazira Mawten GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:21.25% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2251 | 12.16 | |
| 0.1602 | 10.60 | |
| 0.7935 | 80.65 | |
| -0.0445 | -2.05 |
Estimation Period:
Jul 18, 2017 to Feb 12, 2026
Jul 18, 2017 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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