Mercantile Islami Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:29.27% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0947 | 12.18 | |
| 0.0679 | 13.95 | |
| 0.9132 | 279.61 | |
| 0.0210 | 2.41 |
Estimation Period:
Oct 12, 2009 to Feb 5, 2026
Oct 12, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Mercantile Islami Insurance Analyses
Other GJR-GARCH Analyses on International Equities