RCE Capital BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.69% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 9.01 | |
| 0.0297 | 6.68 | |
| 0.9685 | 498.18 | |
| 0.0006 | 0.09 |
Estimation Period:
Jul 5, 1996 to Feb 6, 2026
Jul 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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