MID East Portfolio Managemen GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.89% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6252 | 12.79 | |
| 0.1709 | 19.93 | |
| 0.7838 | 133.50 | |
| 0.0247 | 1.83 |
Estimation Period:
Nov 10, 2004 to Feb 6, 2026
Nov 10, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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