Al Kathiri Holding GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.62% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 6.30 | |
| 0.0429 | 7.95 | |
| 0.9491 | 272.58 | |
| 0.0159 | 1.45 |
Estimation Period:
Aug 1, 2017 to Feb 5, 2026
Aug 1, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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