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Saudi Basic Industries Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.46% (+2.22%)
Analysis last updated: Wednesday, February 11, 2026 at 11:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Basic Industries Corp S0GARCH
paramt-stat
ω0.70765.37
α0.08198.49
β0.887570.73
γ1-0.2042-1.33
γ20.17660.75
γ30.04700.32
γ4-0.0598-0.41
γ50.24521.69
γ6-0.5220-3.49
γ70.59943.74
γ8-0.4260-3.30
γ90.19001.82
γ10-0.0549-0.71
Estimation Period:
Sep 27, 2001 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts