UMM AL Qura FOR Development GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.95% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3355 | 4.74 | |
| 0.0554 | 1.84 | |
| 0.8663 | 38.30 | |
| 0.0036 | 0.07 |
Estimation Period:
Mar 24, 2025 to Feb 5, 2026
Mar 24, 2025 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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