Saudi Tadawul Group EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.32% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4373 | 12.11 | |
| 0.3477 | 16.45 | |
| 0.6726 | 23.76 | |
| 0.0438 | 2.50 |
Estimation Period:
Dec 8, 2021 to Feb 5, 2026
Dec 8, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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