Saudi Tadawul Group GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.68% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1445 | 13.82 | |
| 0.1810 | 12.52 | |
| 0.5030 | 16.19 |
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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