V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, August 30th, 2025:9.55% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8439 | 3.18 | |
| 0.1694 | 11.21 | |
| 0.8177 | 62.09 | |
| -0.0115 | -2.79 | |
| 0.0145 | 2.78 |
Estimation Period:
Oct 19, 1998 to Aug 28, 2025
Oct 19, 1998 to Aug 28, 2025
News Impact Curve
Volatility Forecasts
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