Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, October 18th, 2025:11.26% (-0.70%)
Parameter Estimates
param | t-stat | |
---|---|---|
126 | ||
0.0980 | 21.85 | |
0.7914 | 200.36 | |
0.1795 | 24.60 | |
0.0066 | 4.59 | |
0.0070 | 4.69 | |
0.9908 | 478.20 |
Estimation Period:
Oct 19, 1998 to Oct 16, 2025
Oct 19, 1998 to Oct 16, 2025
News Impact Curve
Volatility Forecasts
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