Bahrain Bourse All Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
10.83%
decreased by 1.46%
1 Week
10.61%
decreased by 1.68%
1 Month
10.07%
decreased by 2.22%
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 | |
|---|---|---|
| 0.0281 | 22.94 | |
| 0.1756 | 20.86 | |
| 0.7285 | 105.77 | |
| 0.0282 | 1.92 |
Estimation Period:
Jan 2, 2003 to Jun 4, 2026
Jan 2, 2003 to Jun 4, 2026
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