Skip to main content
V-Lab

Saudi Darb Investment Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.22% (-1.52%)
Analysis last updated: Tuesday, February 10, 2026 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Darb Investment Co S0GARCH
paramt-stat
ω1.66694.60
α0.15065.35
β0.790127.25
γ10.07190.26
γ2-0.3694-0.81
γ30.80622.63
γ4-0.8250-3.09
γ50.36031.18
γ60.09290.25
γ7-0.4259-1.07
γ80.77552.22
γ9-0.8992-3.36
γ100.53263.46
Estimation Period:
Dec 16, 2005 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts