Takaful Emarat GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:38.23% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6425 | 15.96 | |
| 0.0692 | 10.11 | |
| 0.8594 | 161.33 | |
| 0.0400 | 2.29 |
Estimation Period:
Jul 26, 2008 to Feb 13, 2026
Jul 26, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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