Saudi Basic Industries Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:216.91% (+16.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 152.7651 | 4.82 | |
| 0.0538 | 122.02 | |
| 0.9961 | 1,310.70 | |
| 2.0132 | 7,294.08 |
Estimation Period:
Sep 27, 2001 to Feb 12, 2026
Sep 27, 2001 to Feb 12, 2026
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