Tadawul All Share TASI Index APARCH Volatility Analysis
Volatility Prediction for Saturday, October 25th, 2025:10.97% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 27.73 | |
| 0.1763 | 43.08 | |
| 0.8237 | 220.41 | |
| 0.2900 | 20.30 | |
| 1.3178 | 35.95 |
Estimation Period:
Oct 19, 1998 to Oct 23, 2025
Oct 19, 1998 to Oct 23, 2025
News Impact Curve
Volatility Forecasts
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