Bahrain Bourse Esterad Index EGARCH Volatility Analysis
Inactive
Last recorded values (Sunday, April 3rd, 2016):
1 Day
13.90%
1 Week
13.73%
1 Month
13.26%
Analysis last updated: Monday, March 1, 2021 at 06:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0286 | -6.40 | |
| 0.2449 | 25.54 | |
| 0.9427 | 234.84 | |
| 0.0112 | 1.45 |
Estimation Period:
Jul 1, 2004 to Mar 31, 2016
Jul 1, 2004 to Mar 31, 2016
Other Bahrain Bourse Esterad Index Analyses
Other EGARCH Analyses on Equity Indices