EMSTEEL Building Materials PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.11% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3431 | 20.25 | |
| 0.0927 | 18.29 | |
| 0.8624 | 214.06 | |
| 0.0261 | 2.87 |
Estimation Period:
Jan 12, 2007 to Feb 13, 2026
Jan 12, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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