Saudi Chemical Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.10% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0713 | 15.15 | |
| 0.0763 | 19.78 | |
| 0.9002 | 278.43 | |
| 0.0183 | 2.55 |
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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