Saudi Real Estate Co Sarco Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.03% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6286 | 2.86 | |
| 0.0973 | 6.93 | |
| 0.8621 | 56.93 | |
| -0.1075 | -2.90 | |
| 0.1630 | 3.13 | |
| -0.0846 | -2.89 | |
| 0.0500 | 1.99 | |
| -0.0303 | -1.59 |
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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