Saudi Cement Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:111.46% (-8.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 151.0565 | 3.44 | |
| 0.0630 | 112.70 | |
| 0.9915 | 403.39 | |
| 2.0095 | 4,475.41 |
Estimation Period:
Oct 22, 2001 to Feb 5, 2026
Oct 22, 2001 to Feb 5, 2026
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