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Saudi Arabian Coop Insurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.12% (+0.90%)
Analysis last updated: Thursday, February 12, 2026 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Arabian Coop Insurance S0GARCH
paramt-stat
ω1.42717.44
α0.10576.04
β0.749718.67
γ1-0.2554-1.81
γ20.52572.26
γ3-0.4923-2.91
γ40.41962.79
γ5-0.3598-2.32
γ60.20981.36
γ70.01510.12
γ8-0.1548-1.32
γ90.20161.45
γ10-0.1629-1.46
Estimation Period:
Nov 12, 2007 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts