Etihad Etisalat Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:19.93% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 12.67 | |
| 0.0650 | 14.46 | |
| 0.9081 | 333.13 | |
| 0.0241 | 3.10 |
Estimation Period:
Dec 31, 2004 to Feb 5, 2026
Dec 31, 2004 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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