Bahrain Bourse Esterad Index GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Sunday, April 3rd, 2016):
1 Day
20.79%
1 Week
20.25%
1 Month
18.68%
Analysis last updated: Thursday, March 26, 2026 at 07:33 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9096 | 2.57 | |
| 0.1196 | 15.52 | |
| 0.9425 | 40.23 | |
| 2.3589 | 25.36 |
Estimation Period:
Jul 1, 2004 to Mar 31, 2016
Jul 1, 2004 to Mar 31, 2016
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