Saudi Research And Media Grp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.87% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1814 | 16.16 | |
| 0.0845 | 18.28 | |
| 0.8680 | 214.63 | |
| 0.0392 | 4.27 |
Estimation Period:
May 15, 2006 to Feb 5, 2026
May 15, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Saudi Research And Media Grp Analyses
Other GJR-GARCH Analyses on International Equities