Saudi National Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.42% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9754 | 7.19 | |
| 0.1102 | 15.53 | |
| 0.9134 | 73.46 | |
| 3.3825 | 8.66 |
Estimation Period:
Nov 12, 2014 to Feb 5, 2026
Nov 12, 2014 to Feb 5, 2026
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