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Saudi Tadawul Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.66% (-1.25%)
Analysis last updated: Wednesday, February 11, 2026 at 11:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Saudi Tadawul Group S0GARCH
paramt-stat
ω0.97903.04
α0.17122.74
β0.42132.28
γ11.07450.46
γ2-3.3232-0.96
γ34.60032.07
γ4-3.8293-1.90
γ51.33440.70
γ61.95111.23
γ7-2.9692-2.66
Estimation Period:
Dec 8, 2021 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts