Icapital.Biz BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.02% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 13.32 | |
| 0.0938 | 11.82 | |
| 0.8914 | 169.49 | |
| -0.0239 | -2.11 |
Estimation Period:
Aug 26, 2011 to Feb 6, 2026
Aug 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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