Riyadh Steel Company GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.30% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0248 | 12.90 | |
| 0.3387 | 10.89 | |
| 0.6241 | 32.20 |
Estimation Period:
Dec 1, 2023 to Feb 5, 2026
Dec 1, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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