Rabigh Refining & Petrochem EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:44.42% (+6.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 23.35 | |
| 0.1860 | 32.80 | |
| 0.9618 | 465.75 | |
| -0.0006 | -0.10 |
Estimation Period:
Feb 1, 2008 to Feb 12, 2026
Feb 1, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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