At-Tahur Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.33% (+4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5125 | 11.37 | |
| 0.1060 | 11.50 | |
| 0.8403 | 96.27 | |
| -0.0186 | -1.17 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
News Impact Curve
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