Bahrain Bourse All Share Index APARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
8.26%
decreased by 1.35%
1 Week
8.57%
decreased by 1.04%
1 Month
9.24%
decreased by 0.37%
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 | |
|---|---|---|
| 0.0639 | 20.47 | |
| 0.2116 | 43.72 | |
| 0.7275 | 101.76 | |
| 0.0473 | 3.29 | |
| 1.0217 | 25.62 |
Estimation Period:
Jan 2, 2003 to Jun 4, 2026
Jan 2, 2003 to Jun 4, 2026
Other APARCH Analyses on Equity Indices