Ibraco BHD GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.42% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7172 | 16.52 | |
| 0.1474 | 26.83 | |
| 0.8189 | 142.62 |
Estimation Period:
Aug 6, 2004 to Feb 6, 2026
Aug 6, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities