Saudi Cement Co GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.73% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0787 | 23.36 | |
| 0.1329 | 33.63 | |
| 0.8459 | 256.49 |
Estimation Period:
Oct 22, 2001 to Feb 12, 2026
Oct 22, 2001 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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