Riyadh Steel Company GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:28.63% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1868 | 14.05 | |
| 0.4580 | 8.22 | |
| 0.6050 | 30.04 | |
| -0.2616 | -3.16 |
Estimation Period:
Dec 1, 2023 to Feb 12, 2026
Dec 1, 2023 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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