Tadawul All Share TASI Index EGARCH Volatility Analysis
Volatility Prediction for Saturday, October 25th, 2025:11.03% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 18.48 | |
| 0.3115 | 54.61 | |
| 0.9582 | 593.32 | |
| -0.0880 | -19.19 |
Estimation Period:
Oct 19, 1998 to Oct 23, 2025
Oct 19, 1998 to Oct 23, 2025
News Impact Curve
Volatility Forecasts
Other Tadawul All Share TASI Index Analyses
Other EGARCH Analyses on Equity Indices