Kingdom Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:43.52% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3651 | 12.38 | |
| 0.0659 | 9.16 | |
| 0.8799 | 160.49 | |
| 0.0428 | 2.30 |
Estimation Period:
Jan 2, 2007 to Jan 9, 2026
Jan 2, 2007 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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