Tabuk Cement Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.72% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0304 | 2.36 | |
| 0.1316 | 6.83 | |
| 0.8226 | 34.25 | |
| 0.0974 | 0.63 | |
| -0.4021 | -1.96 | |
| 0.6276 | 4.66 | |
| -0.4957 | -3.23 | |
| 0.3212 | 2.20 | |
| -0.3296 | -2.36 | |
| 0.3944 | 2.95 | |
| -0.4348 | -3.64 | |
| 0.3273 | 2.68 | |
| -0.1124 | -1.07 |
Estimation Period:
Oct 23, 2001 to Feb 5, 2026
Oct 23, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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