Kingdom Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.81% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1192 | 10.10 | |
| 0.1830 | 25.90 | |
| 0.9570 | 236.41 | |
| -0.0379 | -3.69 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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