Saudi Paper Manufact Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.69% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8788 | 2.40 | |
| 0.1054 | 5.38 | |
| 0.8459 | 32.53 | |
| -0.5768 | -2.19 | |
| 0.9190 | 2.44 | |
| -0.5250 | -1.89 | |
| 0.4129 | 1.77 | |
| -0.4413 | -2.30 | |
| 0.3415 | 1.77 | |
| -0.2564 | -1.23 | |
| 0.1893 | 0.88 | |
| -0.0645 | -0.33 | |
| 0.0017 | 0.01 |
Estimation Period:
Aug 29, 2006 to Feb 5, 2026
Aug 29, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Saudi Paper Manufact Co Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities