Saudi Basic Industries Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.80% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 19.98 | |
| 0.1691 | 31.34 | |
| 0.9809 | 1,050.24 | |
| -0.0328 | -7.46 |
Estimation Period:
Sep 27, 2001 to Feb 5, 2026
Sep 27, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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