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Saudi Chemical Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.39% (-1.78%)
Analysis last updated: Wednesday, February 11, 2026 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Chemical Co S0GARCH
paramt-stat
ω1.74444.60
α0.10195.42
β0.823331.19
γ1-0.1716-1.97
γ20.30112.06
γ3-0.2356-1.61
γ40.33412.27
γ5-0.5020-4.18
γ60.50244.88
γ7-0.3619-3.27
γ80.23912.39
γ9-0.1692-2.82
Estimation Period:
Dec 17, 2004 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts