Saudi Paper Manufact Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.03% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7268 | 2.10 | |
| 0.1063 | 5.47 | |
| 0.8461 | 33.08 | |
| -0.6709 | -2.40 | |
| 1.0396 | 2.65 | |
| -0.5694 | -2.03 | |
| 0.4458 | 1.90 | |
| -0.4683 | -2.42 | |
| 0.3635 | 1.87 | |
| -0.2779 | -1.32 | |
| 0.2185 | 0.97 | |
| -0.1155 | -0.49 | |
| 0.1251 | 0.40 |
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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