Saudi Basic Industries Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.32% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6935 | 5.24 | |
| 0.0814 | 8.49 | |
| 0.8879 | 70.90 | |
| -0.2120 | -1.39 | |
| 0.1819 | 0.78 | |
| 0.0592 | 0.40 | |
| -0.0804 | -0.55 | |
| 0.2652 | 1.83 | |
| -0.5381 | -3.60 | |
| 0.6091 | 3.80 | |
| -0.4230 | -3.19 | |
| 0.1643 | 1.30 | |
| 0.0270 | 0.14 |
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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