Dr. Sulaiman Al Habib GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:18.62% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3340 | 13.57 | |
| 0.1699 | 10.05 | |
| 0.7034 | 47.16 | |
| -0.0504 | -1.51 |
Estimation Period:
Mar 24, 2020 to Feb 12, 2026
Mar 24, 2020 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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