Tadawul All Share TASI Index GARCH Volatility Analysis
Volatility Prediction for Saturday, December 13th, 2025:10.36% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 21.29 | |
| 0.1673 | 43.40 | |
| 0.8235 | 258.95 |
Estimation Period:
Oct 19, 1998 to Dec 11, 2025
Oct 19, 1998 to Dec 11, 2025
News Impact Curve
Volatility Forecasts
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