Saudi Chemical Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.79% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 20.72 | |
| 0.1740 | 26.87 | |
| 0.9742 | 712.69 | |
| -0.0176 | -3.55 |
Estimation Period:
Dec 17, 2004 to Feb 5, 2026
Dec 17, 2004 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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