Bahrain Bourse All Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
7.33%
decreased by 1.23%
1 Week
7.70%
decreased by 0.86%
1 Month
8.57%
increased by 0.01%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3731 | 6.03 | |
| 0.1540 | 21.30 | |
| 0.9242 | 73.31 | |
| 3.0580 | 17.07 |
Estimation Period:
Jan 2, 2003 to Jun 4, 2026
Jan 2, 2003 to Jun 4, 2026
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