Saudi National Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.47% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1830 | 8.94 | |
| 0.1508 | 5.75 | |
| 0.7100 | 17.20 | |
| 0.0074 | 1.26 |
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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