Saudi National Bank GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.95% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3191 | 20.99 | |
| 0.1473 | 22.97 | |
| 0.7258 | 75.96 |
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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