Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:24.46% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1010 | 4.18 | |
| 0.1264 | 43.72 | |
| 0.9864 | 315.04 | |
| 4.3290 | 16.89 |
Estimation Period:
Oct 19, 1998 to Jan 29, 2026
Oct 19, 1998 to Jan 29, 2026
Other Tadawul All Share TASI Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices