Sabic Agri-Nutrients Company GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.79% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 14.27 | |
| 0.1126 | 18.45 | |
| 0.8847 | 269.23 | |
| -0.0166 | -1.89 |
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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