Arabian Cement Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:32.61% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4596 | 9.64 | |
| 0.0772 | 7.62 | |
| 0.8550 | 82.09 | |
| -0.0279 | -1.99 |
Estimation Period:
May 19, 2014 to Feb 12, 2026
May 19, 2014 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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