Middle East Specia GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:30.10% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2326 | 20.96 | |
| 0.0809 | 14.81 | |
| 0.8443 | 176.96 | |
| 0.0676 | 6.43 |
Estimation Period:
Dec 8, 2007 to Feb 5, 2026
Dec 8, 2007 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Middle East Specia Analyses
Other GJR-GARCH Analyses on International Equities