V-Lab
Tadawul All Share TASI Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Saturday, January 28th, 2023:10.05% (-0.39%)
Analysis last updated: Friday, January 27, 2023, 07:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 6.60 | |
| 0.1597 | 18.15 | |
| 0.8403 | 91.79 | |
| 0.1723 | 9.63 | |
| 1.2150 | 12.27 |
Estimation Period:
Mar 29, 2000 to Jan 26, 2023
Mar 29, 2000 to Jan 26, 2023
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