V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, October 5th, 2024:15.40% (+4.06%)
Analysis last updated: Thursday, October 3, 2024 at 09:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7782 | 3.33 | |
| 0.1660 | 10.87 | |
| 0.8200 | 60.34 | |
| -0.0129 | -2.86 | |
| 0.0163 | 2.84 |
Estimation Period:
Oct 19, 1998 to Oct 2, 2024
Oct 19, 1998 to Oct 2, 2024
News Impact Curve
Volatility Forecasts
Other Tadawul All Share TASI Index Analyses