Auto Nejma GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:66.01% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 6.68 | |
| 0.0663 | 20.52 | |
| 0.9337 | 333.48 |
Estimation Period:
May 3, 1999 to Dec 5, 2025
May 3, 1999 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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