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Saudi Advanced Industries Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.86% (-0.94%)
Analysis last updated: Thursday, February 12, 2026 at 03:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Advanced Industries Co S0GARCH
paramt-stat
ω1.90636.87
α0.11288.56
β0.830143.28
γ1-0.2597-3.03
γ20.60464.32
γ3-0.5830-4.64
γ40.43883.60
γ5-0.4477-3.98
γ60.47373.63
γ7-0.2988-2.14
γ80.02940.24
γ90.07300.84
Estimation Period:
Dec 14, 2005 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts