Saudi Arabian Oil Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.16% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5204 | 2.57 | |
| 0.1295 | 4.44 | |
| 0.7740 | 20.79 | |
| -1.5115 | -2.09 | |
| 3.9606 | 3.13 | |
| -3.6540 | -2.93 | |
| 0.6296 | 0.57 | |
| 1.1663 | 1.47 | |
| -0.0375 | -0.04 | |
| -1.3471 | -0.83 |
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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