Bahrain Bourse All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:7.06% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 23.71 | |
| 0.1895 | 21.24 | |
| 0.7081 | 99.89 | |
| 0.0269 | 1.73 |
Estimation Period:
Jan 2, 2003 to Feb 19, 2026
Jan 2, 2003 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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