Saudi AZM FOR Comm And Info GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:33.39% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0197 | 12.39 | |
| 0.1404 | 7.21 | |
| 0.7388 | 43.75 | |
| -0.0652 | -2.40 |
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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