V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, July 5th, 2025:14.93% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8490 | 3.13 | |
| 0.1697 | 11.23 | |
| 0.8176 | 62.01 | |
| -0.0115 | -2.75 | |
| 0.0145 | 2.72 |
Estimation Period:
Oct 19, 1998 to Jul 3, 2025
Oct 19, 1998 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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