Saudi Cement Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.91% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 23.78 | |
| 0.1204 | 19.52 | |
| 0.8448 | 253.32 | |
| 0.0256 | 2.67 |
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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