Saudia Dairy & Foodstuff Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.87% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 13.01 | |
| 0.0338 | 12.54 | |
| 0.9425 | 432.56 | |
| 0.0193 | 4.33 |
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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