Fawaz Abdulaziz Al Hokair Gp GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:49.58% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2559 | 16.82 | |
| 0.1039 | 17.45 | |
| 0.8475 | 139.56 | |
| 0.0214 | 2.75 |
Estimation Period:
Dec 22, 2006 to Feb 12, 2026
Dec 22, 2006 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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