Saudi Fransi Cooperative Ins GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:35.24% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1532 | 17.40 | |
| 0.0864 | 16.09 | |
| 0.8916 | 270.93 | |
| 0.0088 | 0.97 |
Estimation Period:
Aug 20, 2007 to Feb 12, 2026
Aug 20, 2007 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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