Umm Al-Qura Cement Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:17.36% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0879 | 13.40 | |
| 0.0682 | 9.83 | |
| 0.8891 | 169.85 | |
| 0.0222 | 2.20 |
Estimation Period:
Jun 12, 2014 to Feb 12, 2026
Jun 12, 2014 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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