Saudi Arabian Coop Insurance EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.23% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1058 | 19.18 | |
| 0.1742 | 28.92 | |
| 0.9551 | 352.04 | |
| -0.0235 | -4.11 |
Estimation Period:
Nov 12, 2007 to Feb 5, 2026
Nov 12, 2007 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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