Saudi Arabian Coop Insurance Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.35% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4228 | 7.54 | |
| 0.1055 | 6.00 | |
| 0.7483 | 18.37 | |
| -0.2767 | -1.99 | |
| 0.5638 | 2.45 | |
| -0.5238 | -3.12 | |
| 0.4467 | 2.99 | |
| -0.3822 | -2.47 | |
| 0.2259 | 1.45 | |
| 0.0068 | 0.05 | |
| -0.1551 | -1.28 | |
| 0.2110 | 1.27 | |
| -0.1907 | -0.76 |
Estimation Period:
Nov 12, 2007 to Feb 12, 2026
Nov 12, 2007 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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