Mena Touristic & Real Estate GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.43% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6134 | 21.84 | |
| 0.1318 | 18.55 | |
| 0.7945 | 146.02 | |
| 0.0187 | 1.57 |
Estimation Period:
Jun 2, 2000 to Feb 5, 2026
Jun 2, 2000 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Mena Touristic & Real Estate Analyses
Other GJR-GARCH Analyses on International Equities