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V-Lab

Saudi Chemical Co Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:33.53% (-2.34%)
Analysis last updated: Friday, February 13, 2026 at 11:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Chemical Co SGARCH
paramt-stat
ω1.69914.55
α0.10245.41
β0.819830.37
γ1-0.1922-2.22
γ20.33322.31
γ3-0.2545-1.78
γ40.34872.40
γ5-0.5193-4.37
γ60.52745.20
γ7-0.4037-3.66
γ80.32633.01
γ9-0.4002-3.11
Estimation Period:
Dec 17, 2004 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts