Tadawul All Share TASI Index EGARCH Volatility Analysis
Volatility Prediction for Saturday, December 6th, 2025:13.72% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 18.41 | |
| 0.3111 | 54.66 | |
| 0.9583 | 594.49 | |
| -0.0869 | -19.06 |
Estimation Period:
Oct 19, 1998 to Dec 4, 2025
Oct 19, 1998 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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