Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:14.06% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1098 | 4.12 | |
| 0.1261 | 44.26 | |
| 0.9865 | 314.39 | |
| 4.2878 | 17.19 |
Estimation Period:
Oct 19, 1998 to Oct 30, 2025
Oct 19, 1998 to Oct 30, 2025
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