E7 Group PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.17% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3156 | 15.27 | |
| 0.4348 | 10.37 | |
| 0.2902 | 11.13 | |
| -0.2550 | -4.51 |
Estimation Period:
May 30, 2022 to Feb 13, 2026
May 30, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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