Arabian Petroleum Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.88% (+22.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8318 | 6.06 | |
| 0.2233 | 3.41 | |
| 0.3911 | 4.80 | |
| -0.1703 | -1.91 |
Estimation Period:
Oct 6, 2023 to Feb 13, 2026
Oct 6, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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