Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, December 6th, 2025:11.20% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8605 | 3.22 | |
| 0.1716 | 11.29 | |
| 0.8152 | 61.68 | |
| -0.0107 | -2.69 | |
| 0.0135 | 2.66 |
Estimation Period:
Oct 19, 1998 to Dec 4, 2025
Oct 19, 1998 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
Other Tadawul All Share TASI Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices