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Saudi Advanced Industries Co Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:30.02% (-0.81%)
Analysis last updated: Friday, February 13, 2026 at 11:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Advanced Industries Co SGARCH
paramt-stat
ω1.84826.66
α0.11328.61
β0.830643.70
γ1-0.2812-3.26
γ20.63874.54
γ3-0.6054-4.82
γ40.45463.74
γ5-0.4551-4.03
γ60.46793.56
γ7-0.2704-1.89
γ8-0.0442-0.33
γ90.26711.79
Estimation Period:
Dec 14, 2005 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts