Saudi Real Estate Co Sarco GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:35.80% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 21.49 | |
| 0.0867 | 18.22 | |
| 0.8880 | 317.01 | |
| 0.0113 | 1.40 |
Estimation Period:
Oct 19, 2001 to Feb 12, 2026
Oct 19, 2001 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other Saudi Real Estate Co Sarco Analyses
Other GJR-GARCH Analyses on International Equities