Arab Developers Holding GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.84% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9312 | 14.38 | |
| 0.1635 | 11.09 | |
| 0.7277 | 52.19 | |
| -0.0652 | -3.23 |
Estimation Period:
Oct 22, 2015 to Feb 12, 2026
Oct 22, 2015 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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