Arab Aluminum GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:36.47% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4384 | 16.07 | |
| 0.0931 | 15.46 | |
| 0.8701 | 152.73 | |
| -0.0251 | -2.84 |
Estimation Period:
Jan 15, 2008 to Feb 12, 2026
Jan 15, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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