Arabian Cement Co MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:41.07% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1041 | 14.84 | |
| 0.7750 | 54.16 | |
| -0.0121 | -0.97 | |
| 0.0025 | 0.30 | |
| 0.0044 | 1.91 | |
| 0.9956 | 290.10 |
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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