Bahrain Bourse All Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:5.75% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3675 | 6.08 | |
| 0.1557 | 21.50 | |
| 0.9250 | 74.70 | |
| 3.0951 | 16.86 |
Estimation Period:
Jan 2, 2003 to Feb 12, 2026
Jan 2, 2003 to Feb 12, 2026
Other GAS-GARCH Student T Analyses on Equity Indices