Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:12.86% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1186 | 4.11 | |
| 0.1261 | 44.36 | |
| 0.9866 | 314.19 | |
| 4.2791 | 17.28 |
Estimation Period:
Oct 19, 1998 to Oct 9, 2025
Oct 19, 1998 to Oct 9, 2025
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