Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:20.07% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0981 | 22.14 | |
| 0.7914 | 200.71 | |
| 0.1777 | 25.01 | |
| 0.0063 | 4.61 | |
| 0.0069 | 4.75 | |
| 0.9909 | 485.97 |
Estimation Period:
Oct 19, 1998 to Jan 29, 2026
Oct 19, 1998 to Jan 29, 2026
News Impact Curve
Volatility Forecasts
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