Saudi Tadawul Group AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.94% (-6.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6666 | 37.40 | |
| 0.2096 | 13.51 | |
| 0.0000 | 0.00 | |
| -0.7731 | -7.37 |
Estimation Period:
Dec 8, 2021 to Feb 5, 2026
Dec 8, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Saudi Tadawul Group Analyses
Other AGARCH Analyses on International Equities