V-Lab
Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, April 20th, 2024:14.39% (-1.28%)
Analysis last updated: Friday, April 19, 2024 at 07:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0532 | 9.78 | |
| 0.7239 | 72.93 | |
| 0.2177 | 21.29 | |
| 0.0522 | 4.38 | |
| 0.1282 | 4.75 | |
| 0.8406 | 25.85 |
Estimation Period:
Oct 19, 1998 to Apr 18, 2024
Oct 19, 1998 to Apr 18, 2024
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