Saudia Dairy & Foodstuff Co MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.80% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0852 | 13.73 | |
| 0.6892 | 33.52 | |
| 0.0106 | 1.19 | |
| 0.0226 | 1.34 | |
| 0.0198 | 2.03 | |
| 0.9721 | 65.96 |
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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