Saudi Real Estate Co Sarco Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.02% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6263 | 2.90 | |
| 0.0988 | 6.88 | |
| 0.8589 | 54.79 | |
| -0.1074 | -2.94 | |
| 0.1616 | 3.14 | |
| -0.0795 | -2.70 | |
| 0.0364 | 1.34 | |
| 0.0080 | 0.22 |
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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