Saudi Real Estate Co Sarco GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.65% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1069 | 20.16 | |
| 0.0892 | 35.11 | |
| 0.8917 | 321.47 |
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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