Saudi Darb Investment Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.64% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2815 | 16.16 | |
| 0.1284 | 16.53 | |
| 0.8450 | 165.84 | |
| 0.0203 | 1.59 |
Estimation Period:
Dec 16, 2005 to Feb 5, 2026
Dec 16, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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