Saudi Aramco Base Oil Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:21.98% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3746 | 5.09 | |
| 0.0000 | 0.00 | |
| 0.7873 | 21.38 | |
| 0.0467 | 3.28 |
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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