V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:18.26% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8530 | 3.10 | |
| 0.1700 | 11.25 | |
| 0.8175 | 61.97 | |
| -0.0116 | -2.74 | |
| 0.0146 | 2.72 |
Estimation Period:
Oct 19, 1998 to Jun 26, 2025
Oct 19, 1998 to Jun 26, 2025
News Impact Curve
Volatility Forecasts
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