Zahrat Al Waha For GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:35.82% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1155 | 10.21 | |
| 0.0504 | 6.85 | |
| 0.9193 | 135.15 | |
| -0.0110 | -0.93 |
Estimation Period:
Sep 21, 2017 to Feb 5, 2026
Sep 21, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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