Tabuk Cement Co Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.11% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0579 | 2.45 | |
| 0.1304 | 6.79 | |
| 0.8228 | 33.70 | |
| 0.1326 | 0.88 | |
| -0.4639 | -2.30 | |
| 0.6762 | 5.02 | |
| -0.5339 | -3.48 | |
| 0.3477 | 2.39 | |
| -0.3423 | -2.45 | |
| 0.3856 | 2.88 | |
| -0.3903 | -3.17 | |
| 0.2122 | 1.55 | |
| 0.2007 | 1.13 |
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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