Mohammed Hasan Alnaqool Sons GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.91% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5667 | 14.64 | |
| 0.0972 | 5.09 | |
| 0.6591 | 37.10 | |
| -0.0199 | -0.66 |
Estimation Period:
Jun 2, 2021 to Feb 12, 2026
Jun 2, 2021 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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