Saudi Automotive Services Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:28.41% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1516 | 19.99 | |
| 0.1285 | 22.71 | |
| 0.8663 | 247.32 | |
| -0.0255 | -3.31 |
Estimation Period:
Oct 22, 2001 to Feb 12, 2026
Oct 22, 2001 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other Saudi Automotive Services Co Analyses
Other GJR-GARCH Analyses on International Equities