Arab Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:17.50% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 20.00 | |
| 0.0789 | 14.85 | |
| 0.8980 | 251.69 | |
| -0.0027 | -0.34 |
Estimation Period:
Oct 22, 2001 to Feb 12, 2026
Oct 22, 2001 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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