Arab Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.22% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6696 | 3.33 | |
| 0.0994 | 6.07 | |
| 0.8213 | 32.14 | |
| 0.0254 | 0.19 | |
| -0.2356 | -1.29 | |
| 0.3968 | 3.43 | |
| -0.2908 | -2.14 | |
| 0.1813 | 1.27 | |
| -0.1655 | -1.40 | |
| 0.2067 | 1.99 | |
| -0.2628 | -2.64 | |
| 0.2535 | 2.55 | |
| -0.1387 | -1.89 |
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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