Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, March 7th, 2026:18.18% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0983 | 22.33 | |
| 0.7923 | 202.27 | |
| 0.1753 | 25.02 | |
| 0.0062 | 4.61 | |
| 0.0069 | 4.75 | |
| 0.9909 | 487.18 |
Estimation Period:
Oct 19, 1998 to Mar 5, 2026
Oct 19, 1998 to Mar 5, 2026
News Impact Curve
Volatility Forecasts
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