Saudi Chemical Co GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:38.25% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0682 | 14.91 | |
| 0.0839 | 25.82 | |
| 0.9021 | 277.67 |
Estimation Period:
Dec 17, 2004 to Feb 12, 2026
Dec 17, 2004 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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