Saudi National Bank APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.88% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2472 | 12.96 | |
| 0.1435 | 19.99 | |
| 0.7595 | 75.99 | |
| 0.1369 | 6.45 | |
| 1.6993 | 16.54 |
Estimation Period:
Nov 12, 2014 to Feb 5, 2026
Nov 12, 2014 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Saudi National Bank Analyses
Other APARCH Analyses on International Equities