Saudi Tadawul Group MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.55% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0743 | 3.91 | |
| 0.5399 | 15.60 | |
| 0.0319 | 1.91 | |
| 1.3492 | 0.53 | |
| 0.5906 | 1.22 | |
| 0.0000 | 0.00 |
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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