Saudi Arabian Coop Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.98% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2698 | 17.89 | |
| 0.0712 | 17.22 | |
| 0.8699 | 195.96 | |
| 0.0282 | 3.30 |
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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