Ibraco BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.04% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7111 | 15.49 | |
| 0.1204 | 14.32 | |
| 0.8211 | 145.17 | |
| 0.0507 | 2.84 |
Estimation Period:
Aug 6, 2004 to Feb 6, 2026
Aug 6, 2004 to Feb 6, 2026
News Impact Curve
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