Saudi National Bank AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.95% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4487 | 30.92 | |
| 0.1796 | 30.03 | |
| 0.6415 | 94.41 | |
| 0.1131 | 2.49 |
Estimation Period:
Nov 12, 2014 to Feb 5, 2026
Nov 12, 2014 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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