Qassim Cement Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.40% (+3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 20.78 | |
| 0.1619 | 20.76 | |
| 0.8344 | 202.28 | |
| 0.0003 | 0.02 |
Estimation Period:
Oct 19, 2001 to Feb 12, 2026
Oct 19, 2001 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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