Saudi Arabian Oil Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.15% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 9.13 | |
| 0.1246 | 8.01 | |
| 0.8657 | 197.25 | |
| 0.0110 | 0.37 |
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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