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Saudi Darb Investment Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.07% (-2.31%)
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 SGARCH
paramt-stat
ω1.71355.46
α0.15915.51
β0.762426.60
γ10.11250.45
γ2-0.4300-1.05
γ30.84322.98
γ4-0.8517-3.39
γ50.38081.33
γ60.06450.19
γ7-0.3551-0.97
γ80.57741.75
γ9-0.3670-1.14
γ10-1.0229-1.86
Estimation Period:
Dec 16, 2005 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts