V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, September 23rd, 2023:11.23% (+1.62%)
Analysis last updated: Friday, September 22, 2023 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7726 | 2.95 | |
| 0.1649 | 10.81 | |
| 0.8231 | 60.58 | |
| -0.0153 | -2.96 | |
| 0.0192 | 2.93 |
Estimation Period:
Oct 19, 1998 to Sep 21, 2023
Oct 19, 1998 to Sep 21, 2023
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