Saudi Arabian Oil Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.95% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 10.77 | |
| 0.2478 | 27.15 | |
| 0.9627 | 267.04 | |
| 0.0078 | 0.60 |
Estimation Period:
Dec 11, 2019 to Feb 12, 2026
Dec 11, 2019 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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