Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.49% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8712 | 3.23 | |
| 0.1715 | 11.38 | |
| 0.8154 | 61.98 | |
| -0.0103 | -2.65 | |
| 0.0131 | 2.62 |
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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