Aljouf Mineral Water Bottling MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.97% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2901 | 7.34 | |
| 0.1038 | 5.20 | |
| -0.2152 | -7.40 | |
| 1.0493 | 0.43 | |
| 0.8574 | 0.92 | |
| 0.0474 | 0.04 |
Estimation Period:
Mar 2, 2022 to Feb 5, 2026
Mar 2, 2022 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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