Saudi Vitrified Clay Pipes MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.79% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0230 | 5.47 | |
| 0.8479 | 76.67 | |
| 0.0436 | 9.63 | |
| 1.1663 | 0.13 | |
| 0.6397 | 0.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 1, 2007 to Feb 5, 2026
Jun 1, 2007 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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