Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.77% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0871 | 4.19 | |
| 0.1265 | 43.55 | |
| 0.9863 | 313.00 | |
| 4.3310 | 16.83 |
Estimation Period:
Oct 19, 1998 to Feb 12, 2026
Oct 19, 1998 to Feb 12, 2026
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