Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:17.47% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0886 | 4.17 | |
| 0.1261 | 43.69 | |
| 0.9863 | 313.52 | |
| 4.3173 | 16.89 |
Estimation Period:
Oct 19, 1998 to Jan 1, 2026
Oct 19, 1998 to Jan 1, 2026
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