Saudi Darb Investment Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.22% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6669 | 4.60 | |
| 0.1506 | 5.35 | |
| 0.7901 | 27.25 | |
| 0.0719 | 0.26 | |
| -0.3694 | -0.81 | |
| 0.8062 | 2.63 | |
| -0.8250 | -3.09 | |
| 0.3603 | 1.18 | |
| 0.0929 | 0.25 | |
| -0.4259 | -1.07 | |
| 0.7755 | 2.22 | |
| -0.8992 | -3.36 | |
| 0.5326 | 3.46 |
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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