Wafa Assurance GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.29% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2234 | 21.78 | |
| 0.1354 | 19.28 | |
| 0.8254 | 168.10 | |
| 0.0087 | 0.65 |
Estimation Period:
Jul 15, 1998 to Feb 6, 2026
Jul 15, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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