V-Lab
Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Saturday, September 23rd, 2023:13.19% (+2.24%)
Analysis last updated: Friday, September 22, 2023 at 04:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 25.63 | |
| 0.1029 | 20.80 | |
| 0.8150 | 247.43 | |
| 0.1497 | 15.20 |
Estimation Period:
Oct 19, 1998 to Sep 21, 2023
Oct 19, 1998 to Sep 21, 2023
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