Saudi Real Estate Co Sarco EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.03% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0798 | 26.22 | |
| 0.1976 | 29.85 | |
| 0.9655 | 641.08 | |
| -0.0135 | -2.08 |
Estimation Period:
Oct 19, 2001 to Feb 5, 2026
Oct 19, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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