Arab Valves Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.04% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8427 | 18.21 | |
| 0.1226 | 13.75 | |
| 0.8001 | 97.04 | |
| -0.0351 | -2.61 |
Estimation Period:
Feb 6, 2012 to Feb 12, 2026
Feb 6, 2012 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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