Nayifat Finance Company GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.99% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1036 | 6.31 | |
| 0.0622 | 7.36 | |
| 0.8821 | 61.21 | |
| -0.0169 | -1.26 |
Estimation Period:
Nov 22, 2021 to Feb 12, 2026
Nov 22, 2021 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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