Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.70% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0985 | 22.25 | |
| 0.7919 | 201.85 | |
| 0.1766 | 24.92 | |
| 0.0063 | 4.62 | |
| 0.0069 | 4.74 | |
| 0.9909 | 486.46 |
Estimation Period:
Oct 19, 1998 to Feb 5, 2026
Oct 19, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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