Sobha Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.58% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9138 | 14.18 | |
| 0.0831 | 13.87 | |
| 0.7719 | 70.13 | |
| 0.0723 | 5.02 |
Estimation Period:
Dec 20, 2006 to Feb 13, 2026
Dec 20, 2006 to Feb 13, 2026
News Impact Curve
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