Makkah Construct & Devlpmt GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:40.48% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0677 | 22.87 | |
| 0.1430 | 21.70 | |
| 0.8614 | 274.43 | |
| -0.0258 | -2.73 |
Estimation Period:
Oct 19, 2001 to Feb 5, 2026
Oct 19, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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