Saudi Tadawul Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:49.18% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9780 | 3.09 | |
| 0.0286 | 14.11 | |
| 0.9837 | 193.57 | |
| 2.3995 | 20.61 |
Estimation Period:
Dec 8, 2021 to Feb 12, 2026
Dec 8, 2021 to Feb 12, 2026
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