Ibn Sina Pharmaceutical GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.19% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 9.24 | |
| 0.1318 | 16.90 | |
| 0.8793 | 247.90 | |
| -0.0221 | -1.55 |
Estimation Period:
Jan 26, 2009 to Feb 5, 2026
Jan 26, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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