Saudi Telecom Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.97% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0828 | 19.96 | |
| 0.1013 | 17.88 | |
| 0.8529 | 208.44 | |
| 0.0309 | 3.01 |
Estimation Period:
Nov 7, 2003 to Feb 5, 2026
Nov 7, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Saudi Telecom Co Analyses
Other GJR-GARCH Analyses on International Equities