Skip to main content
V-Lab

Saudi Paper Manufact Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.69% (-0.41%)
Analysis last updated: Wednesday, February 11, 2026 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saudi Paper Manufact Co S0GARCH
paramt-stat
ω0.87882.40
α0.10545.38
β0.845932.53
γ1-0.5768-2.19
γ20.91902.44
γ3-0.5250-1.89
γ40.41291.77
γ5-0.4413-2.30
γ60.34151.77
γ7-0.2564-1.23
γ80.18930.88
γ9-0.0645-0.33
γ100.00170.01
Estimation Period:
Aug 29, 2006 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts