Arab Sea Information System GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:32.27% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3377 | 7.87 | |
| 0.1206 | 14.04 | |
| 0.8423 | 62.35 | |
| -0.0220 | -1.46 |
Estimation Period:
Mar 15, 2017 to Feb 12, 2026
Mar 15, 2017 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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