Saudi AZM FOR Comm And Info EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.35% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2455 | 9.66 | |
| 0.1872 | 12.40 | |
| 0.8828 | 78.14 | |
| 0.0742 | 3.73 |
Estimation Period:
Mar 1, 2022 to Feb 12, 2026
Mar 1, 2022 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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