Saudi Research And Media Grp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.23% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0333 | 5.41 | |
| 0.1173 | 7.61 | |
| 0.8205 | 33.82 | |
| 0.1359 | 2.95 | |
| -0.1753 | -2.45 | |
| 0.1022 | 1.78 | |
| -0.1407 | -2.64 | |
| 0.1250 | 2.35 | |
| -0.0401 | -0.63 |
Estimation Period:
May 15, 2006 to Feb 5, 2026
May 15, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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