Rabigh Refining & Petrochem Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.77% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5026 | 6.46 | |
| 0.1005 | 6.79 | |
| 0.8419 | 37.14 | |
| 0.1270 | 1.22 | |
| -0.1907 | -1.12 | |
| 0.1957 | 1.47 | |
| -0.2599 | -2.01 | |
| 0.1723 | 1.30 | |
| -0.0016 | -0.01 | |
| -0.1917 | -1.54 | |
| 0.4678 | 2.66 |
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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