Naseej International Trading GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.56% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3277 | 16.28 | |
| 0.1097 | 17.83 | |
| 0.8104 | 130.47 | |
| 0.0429 | 3.96 |
Estimation Period:
Feb 24, 2010 to Feb 5, 2026
Feb 24, 2010 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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