Saudi Darb Investment Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.07% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7135 | 5.46 | |
| 0.1591 | 5.51 | |
| 0.7624 | 26.60 | |
| 0.1125 | 0.45 | |
| -0.4300 | -1.05 | |
| 0.8432 | 2.98 | |
| -0.8517 | -3.39 | |
| 0.3808 | 1.33 | |
| 0.0645 | 0.19 | |
| -0.3551 | -0.97 | |
| 0.5774 | 1.75 | |
| -0.3670 | -1.14 | |
| -1.0229 | -1.86 |
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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