Arabian Pipes Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.28% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1448 | 14.67 | |
| 0.0716 | 17.16 | |
| 0.8917 | 234.16 | |
| 0.0203 | 2.92 |
Estimation Period:
Jan 6, 2006 to Feb 12, 2026
Jan 6, 2006 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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