Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, January 17th, 2026:18.51% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8684 | 3.23 | |
| 0.1717 | 11.36 | |
| 0.8151 | 61.82 | |
| -0.0104 | -2.66 | |
| 0.0132 | 2.63 |
Estimation Period:
Oct 19, 1998 to Jan 15, 2026
Oct 19, 1998 to Jan 15, 2026
News Impact Curve
Volatility Forecasts
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