Amlak Finance GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:45.22% (+13.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5178 | 13.28 | |
| 0.1316 | 15.00 | |
| 0.7883 | 110.45 | |
| 0.0812 | 4.90 |
Estimation Period:
Nov 11, 2005 to Feb 13, 2026
Nov 11, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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