Saudi Basic Industries Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.41% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 16.70 | |
| 0.0594 | 20.67 | |
| 0.9127 | 410.40 | |
| 0.0439 | 7.93 |
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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