Saudi Cement Co MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.55% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1057 | 18.28 | |
| 0.7905 | 110.18 | |
| 0.0218 | 2.88 | |
| 0.5313 | 0.76 | |
| 0.7800 | 0.76 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 22, 2001 to Feb 5, 2026
Oct 22, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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