Middle East Specia GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:26.76% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2326 | 20.95 | |
| 0.0810 | 14.82 | |
| 0.8442 | 176.75 | |
| 0.0674 | 6.42 |
Estimation Period:
Dec 8, 2007 to Feb 12, 2026
Dec 8, 2007 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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