Rabigh Refining & Petrochem GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.31% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1636 | 17.45 | |
| 0.1048 | 18.03 | |
| 0.8657 | 218.00 | |
| -0.0050 | -0.53 |
Estimation Period:
Feb 1, 2008 to Feb 5, 2026
Feb 1, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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