Emirates Reem Investments PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:26.42% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 7.11 | |
| 0.1001 | 8.04 | |
| 0.9399 | 200.11 | |
| -0.0801 | -5.69 |
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Jan 2, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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