Tadawul All Share TASI Index GARCH Volatility Analysis
Volatility Prediction for Saturday, October 11th, 2025:15.15% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 21.16 | |
| 0.1664 | 43.17 | |
| 0.8247 | 259.75 |
Estimation Period:
Oct 19, 1998 to Oct 9, 2025
Oct 19, 1998 to Oct 9, 2025
News Impact Curve
Volatility Forecasts
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