V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, April 20th, 2024:12.18% (-0.77%)
Analysis last updated: Friday, April 19, 2024 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7626 | 3.20 | |
| 0.1631 | 10.82 | |
| 0.8235 | 61.24 | |
| -0.0141 | -2.93 | |
| 0.0177 | 2.91 |
Estimation Period:
Oct 19, 1998 to Apr 18, 2024
Oct 19, 1998 to Apr 18, 2024
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