Tadawul All Share TASI Index APARCH Volatility Analysis
Volatility Prediction for Saturday, February 7th, 2026:19.22% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 27.70 | |
| 0.1759 | 43.45 | |
| 0.8241 | 222.80 | |
| 0.2848 | 20.45 | |
| 1.3266 | 36.28 |
Estimation Period:
Oct 19, 1998 to Feb 5, 2026
Oct 19, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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