Bahrain Bourse All Share Index AGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
11.19%
decreased by 1.47%
1 Week
10.93%
decreased by 1.73%
1 Month
10.26%
decreased by 2.40%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 22.23 | |
| 0.1846 | 36.00 | |
| 0.7362 | 107.30 | |
| 0.0001 | 0.01 |
Estimation Period:
Jan 2, 2003 to Jun 4, 2026
Jan 2, 2003 to Jun 4, 2026
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