V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, December 28th, 2024:9.49% (-0.38%)
Analysis last updated: Saturday, December 28, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7715 | 3.43 | |
| 0.1650 | 10.85 | |
| 0.8205 | 60.59 | |
| -0.0127 | -2.90 | |
| 0.0160 | 2.88 |
Estimation Period:
Oct 19, 1998 to Dec 26, 2024
Oct 19, 1998 to Dec 26, 2024
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