Qatari Investors Group GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:19.29% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0827 | 14.15 | |
| 0.0788 | 12.60 | |
| 0.8991 | 245.71 | |
| 0.0197 | 1.80 |
Estimation Period:
Jul 18, 2007 to Feb 12, 2026
Jul 18, 2007 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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