Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, December 27th, 2025:10.81% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8586 | 3.24 | |
| 0.1713 | 11.28 | |
| 0.8152 | 61.74 | |
| -0.0106 | -2.69 | |
| 0.0134 | 2.67 |
Estimation Period:
Oct 19, 1998 to Dec 25, 2025
Oct 19, 1998 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
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