Saudi Arabian Mining Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:57.09% (+3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 13.77 | |
| 0.0492 | 9.54 | |
| 0.9224 | 275.68 | |
| 0.0254 | 3.44 |
Estimation Period:
Aug 1, 2008 to Feb 5, 2026
Aug 1, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Saudi Arabian Mining Co Analyses
Other GJR-GARCH Analyses on International Equities