El Arabia Engr Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:41.76% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7719 | 13.77 | |
| 0.1329 | 10.93 | |
| 0.8175 | 87.66 | |
| -0.0734 | -4.72 |
Estimation Period:
Feb 28, 2012 to Feb 5, 2026
Feb 28, 2012 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other El Arabia Engr Industries Analyses
Other GJR-GARCH Analyses on International Equities