Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:25.82% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0965 | 4.19 | |
| 0.1265 | 43.64 | |
| 0.9863 | 314.22 | |
| 4.3330 | 16.85 |
Estimation Period:
Oct 19, 1998 to Mar 5, 2026
Oct 19, 1998 to Mar 5, 2026
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