Saudi AZM FOR Comm And Info Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:26.90% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1197 | 3.54 | |
| 0.1195 | 2.94 | |
| 0.6001 | 6.58 | |
| 0.5787 | 0.71 | |
| -0.1781 | -0.16 | |
| -1.2637 | -2.34 | |
| 1.3143 | 3.56 |
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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