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V-Lab

Saudi Arabian Coop Insurance Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.35% (-1.03%)
Analysis last updated: Friday, February 13, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Arabian Coop Insurance SGARCH
paramt-stat
ω1.42287.54
α0.10556.00
β0.748318.37
γ1-0.2767-1.99
γ20.56382.45
γ3-0.5238-3.12
γ40.44672.99
γ5-0.3822-2.47
γ60.22591.45
γ70.00680.05
γ8-0.1551-1.28
γ90.21101.27
γ10-0.1907-0.76
Estimation Period:
Nov 12, 2007 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts