Saudi Steel Pipe Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.19% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2907 | 21.57 | |
| 0.1175 | 17.07 | |
| 0.7904 | 116.89 | |
| 0.0305 | 2.49 |
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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