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V-Lab

Saudi Basic Industries Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.32% (+2.11%)
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 SGARCH
paramt-stat
ω0.69355.24
α0.08148.49
β0.887970.90
γ1-0.2120-1.39
γ20.18190.78
γ30.05920.40
γ4-0.0804-0.55
γ50.26521.83
γ6-0.5381-3.60
γ70.60913.80
γ8-0.4230-3.19
γ90.16431.30
γ100.02700.14
Estimation Period:
Sep 27, 2001 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts