Arab Gathering Investment GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.51% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8201 | 14.60 | |
| 0.0733 | 12.20 | |
| 0.7928 | 84.19 | |
| 0.0465 | 3.49 |
Estimation Period:
Feb 15, 2010 to Feb 12, 2026
Feb 15, 2010 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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