Bahrain Bourse All Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:6.21% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3678 | 6.09 | |
| 0.1558 | 21.45 | |
| 0.9247 | 74.43 | |
| 3.0941 | 16.84 |
Estimation Period:
Jan 2, 2003 to Feb 5, 2026
Jan 2, 2003 to Feb 5, 2026
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