V-Lab
Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, September 23rd, 2023:13.05% (+2.62%)
Analysis last updated: Friday, September 22, 2023 at 04:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0592 | 10.29 | |
| 0.7429 | 88.31 | |
| 0.2118 | 21.05 | |
| 0.0653 | 4.82 | |
| 0.1407 | 3.98 | |
| 0.8214 | 19.24 |
Estimation Period:
Oct 19, 1998 to Sep 21, 2023
Oct 19, 1998 to Sep 21, 2023
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