Najran Cement Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:19.22% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 12.69 | |
| 0.0727 | 11.57 | |
| 0.9038 | 197.77 | |
| -0.0064 | -0.64 |
Estimation Period:
May 19, 2012 to Feb 12, 2026
May 19, 2012 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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