V-Lab
Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, July 27th, 2024:10.70% (+0.80%)
Analysis last updated: Friday, July 26, 2024 at 04:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0913 | 21.19 | |
| 0.8034 | 211.71 | |
| 0.1695 | 24.73 | |
| 0.0058 | 4.55 | |
| 0.0070 | 4.73 | |
| 0.9909 | 483.60 |
Estimation Period:
Oct 19, 1998 to Jul 25, 2024
Oct 19, 1998 to Jul 25, 2024
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