Saudi National Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.21% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0989 | 10.79 | |
| 0.1495 | 5.69 | |
| 0.7091 | 17.26 | |
| 0.0018 | 1.37 |
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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