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Saudi Arabian Oil Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.44% (-0.08%)
Analysis last updated: Tuesday, February 17, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Saudi Arabian Oil Co S0GARCH
paramt-stat
ω1.52762.57
α0.12904.47
β0.776521.19
γ1-1.4924-2.06
γ23.92823.10
γ3-3.6278-2.89
γ40.59230.53
γ51.24791.59
γ6-0.2243-0.34
γ7-0.8687-1.63
Estimation Period:
Dec 11, 2019 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts