Saudi Aramco Base Oil Co EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:22.60% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0880 | 0.97 | |
| 0.0287 | 2.31 | |
| 0.8762 | 20.38 | |
| -0.0746 | -4.34 |
Estimation Period:
Dec 28, 2022 to Feb 5, 2026
Dec 28, 2022 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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