Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Saturday, December 27th, 2025:11.83% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0807 | 4.16 | |
| 0.1261 | 43.66 | |
| 0.9863 | 311.62 | |
| 4.3073 | 16.91 |
Estimation Period:
Oct 19, 1998 to Dec 25, 2025
Oct 19, 1998 to Dec 25, 2025
Other Tadawul All Share TASI Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices