Saudi Basic Industries Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.46% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7076 | 5.37 | |
| 0.0819 | 8.49 | |
| 0.8875 | 70.73 | |
| -0.2042 | -1.33 | |
| 0.1766 | 0.75 | |
| 0.0470 | 0.32 | |
| -0.0598 | -0.41 | |
| 0.2452 | 1.69 | |
| -0.5220 | -3.49 | |
| 0.5994 | 3.74 | |
| -0.4260 | -3.30 | |
| 0.1900 | 1.82 | |
| -0.0549 | -0.71 |
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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