Natl Shiping Co Saudi Arabia GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:35.34% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 14.63 | |
| 0.0769 | 15.35 | |
| 0.9109 | 258.62 | |
| 0.0173 | 2.66 |
Estimation Period:
Oct 19, 2001 to Feb 5, 2026
Oct 19, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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