Islamic Holding Group GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:30.30% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2805 | 20.07 | |
| 0.1049 | 17.66 | |
| 0.8344 | 165.53 | |
| 0.0337 | 2.73 |
Estimation Period:
Apr 12, 2008 to Feb 12, 2026
Apr 12, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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