Saudi Tadawul Group GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:25.30% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2431 | 13.80 | |
| 0.2236 | 7.45 | |
| 0.4680 | 14.16 | |
| -0.0772 | -1.88 |
Estimation Period:
Dec 8, 2021 to Feb 12, 2026
Dec 8, 2021 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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