Tadawul All Share TASI Index EGARCH Volatility Analysis
Volatility Prediction for Saturday, February 7th, 2026:19.69% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 18.44 | |
| 0.3105 | 54.84 | |
| 0.9584 | 595.26 | |
| -0.0867 | -19.13 |
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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