Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:18.74% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0983 | 22.14 | |
| 0.7917 | 200.73 | |
| 0.1767 | 24.87 | |
| 0.0062 | 4.60 | |
| 0.0069 | 4.75 | |
| 0.9909 | 487.17 |
Estimation Period:
Oct 19, 1998 to Jan 8, 2026
Oct 19, 1998 to Jan 8, 2026
News Impact Curve
Volatility Forecasts
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