Najran Cement Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:844.54% (-67.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.3118 | 15.84 | |
| 0.0631 | 125.48 | |
| 0.9981 | 6,439.15 | |
| 2.0002 | 2,000,201.00 |
Estimation Period:
May 19, 2012 to Feb 12, 2026
May 19, 2012 to Feb 12, 2026
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