Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Saturday, December 6th, 2025:12.10% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0948 | 4.15 | |
| 0.1263 | 43.85 | |
| 0.9864 | 312.44 | |
| 4.3000 | 17.04 |
Estimation Period:
Oct 19, 1998 to Dec 4, 2025
Oct 19, 1998 to Dec 4, 2025
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