Saudia Dairy & Foodstuff Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.69% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 21.28 | |
| 0.1042 | 23.20 | |
| 0.9852 | 1,229.94 | |
| 0.0009 | 0.23 |
Estimation Period:
Mar 1, 2006 to Feb 5, 2026
Mar 1, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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