Almarai Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.53% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1533 | 13.52 | |
| 0.1283 | 13.49 | |
| 0.8195 | 137.89 | |
| 0.0310 | 1.67 |
Estimation Period:
Aug 19, 2005 to Feb 5, 2026
Aug 19, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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