Saudi Paper Manufact Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.65% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1691 | 15.95 | |
| 0.0916 | 14.45 | |
| 0.8735 | 165.34 | |
| 0.0271 | 3.24 |
Estimation Period:
Aug 29, 2006 to Feb 5, 2026
Aug 29, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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