Umm Al-Qura Cement Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:123.68% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 115.5615 | 3.77 | |
| 0.0905 | 73.19 | |
| 0.9696 | 130.24 | |
| 2.0148 | 1,142.83 |
Estimation Period:
Jun 12, 2014 to Feb 12, 2026
Jun 12, 2014 to Feb 12, 2026
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