Saudi Advanced Industries Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.95% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1512 | 22.04 | |
| 0.1010 | 18.47 | |
| 0.8693 | 275.36 | |
| 0.0127 | 1.44 |
Estimation Period:
Dec 14, 2005 to Feb 5, 2026
Dec 14, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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