Saudi Tadawul Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.66% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9790 | 3.04 | |
| 0.1712 | 2.74 | |
| 0.4213 | 2.28 | |
| 1.0745 | 0.46 | |
| -3.3232 | -0.96 | |
| 4.6003 | 2.07 | |
| -3.8293 | -1.90 | |
| 1.3344 | 0.70 | |
| 1.9511 | 1.23 | |
| -2.9692 | -2.66 |
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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