Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, March 7th, 2026:17.07% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8703 | 3.26 | |
| 0.1712 | 11.38 | |
| 0.8155 | 62.12 | |
| -0.0102 | -2.63 | |
| 0.0129 | 2.61 |
Estimation Period:
Oct 19, 1998 to Mar 5, 2026
Oct 19, 1998 to Mar 5, 2026
News Impact Curve
Volatility Forecasts
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