Ibraco BHD EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.30% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3286 | 17.24 | |
| 0.2858 | 31.73 | |
| 0.9001 | 137.39 | |
| -0.0393 | -3.23 |
Estimation Period:
Aug 6, 2004 to Feb 6, 2026
Aug 6, 2004 to Feb 6, 2026
News Impact Curve
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