Bahrain Bourse All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:5.83% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 23.71 | |
| 0.1899 | 21.25 | |
| 0.7074 | 99.64 | |
| 0.0270 | 1.73 |
Estimation Period:
Jan 2, 2003 to Feb 5, 2026
Jan 2, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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