Tadawul All Share TASI Index EGARCH Volatility Analysis
Volatility Prediction for Saturday, November 22nd, 2025:14.59% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 18.44 | |
| 0.3112 | 54.65 | |
| 0.9583 | 594.47 | |
| -0.0874 | -19.09 |
Estimation Period:
Oct 19, 1998 to Nov 20, 2025
Oct 19, 1998 to Nov 20, 2025
News Impact Curve
Volatility Forecasts
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