Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, December 6th, 2025:12.66% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0984 | 22.05 | |
| 0.7913 | 200.14 | |
| 0.1776 | 24.75 | |
| 0.0063 | 4.60 | |
| 0.0069 | 4.74 | |
| 0.9909 | 485.98 |
Estimation Period:
Oct 19, 1998 to Dec 4, 2025
Oct 19, 1998 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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