Saudi Steel Pipe Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.51% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1554 | 24.13 | |
| 0.2688 | 32.92 | |
| 0.9041 | 193.81 | |
| -0.0100 | -1.21 |
Estimation Period:
Aug 6, 2009 to Feb 5, 2026
Aug 6, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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