Saudi National Bank EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.07% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1099 | 16.36 | |
| 0.2488 | 23.31 | |
| 0.8923 | 135.15 | |
| -0.0365 | -3.98 |
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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