Arabian Food & Dairy GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:33.44% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9450 | 11.43 | |
| 0.0974 | 5.74 | |
| 0.7655 | 44.12 | |
| -0.0594 | -2.45 |
Estimation Period:
Jun 10, 2022 to Feb 5, 2026
Jun 10, 2022 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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