Saudi National Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.23% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0821 | 11.95 | |
| 0.7134 | 23.82 | |
| 0.0548 | 6.20 | |
| 1.5449 | 0.39 | |
| 0.3322 | 0.38 | |
| 0.0000 | 0.00 |
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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