Middle East Pharmaceutical GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:21.35% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4384 | 13.75 | |
| 0.0055 | 0.52 | |
| 0.6848 | 39.28 | |
| 0.1763 | 4.25 |
Estimation Period:
Feb 27, 2024 to Feb 12, 2026
Feb 27, 2024 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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