Skip to main content
V-Lab

Mesaieed Petrochemical Hold Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:14.66% (-0.11%)
Analysis last updated: Friday, February 6, 2026 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mesaieed Petrochemical Hold SGARCH
paramt-stat
ω1.35892.54
α0.15494.65
β0.652510.34
γ10.47460.60
γ2-0.6244-0.51
γ30.28940.38
γ4-0.1398-0.27
γ5-0.3611-1.02
γ60.87152.79
γ7-0.8904-2.72
γ80.46520.99
γ9-0.1440-0.20
Estimation Period:
Mar 3, 2014 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts