Qatar Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:13.42% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1447 | 11.58 | |
| 0.1781 | 22.93 | |
| 0.7251 | 105.45 | |
| 0.1325 | 6.13 |
Estimation Period:
Aug 10, 1998 to Feb 5, 2026
Aug 10, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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