V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, May 10th, 2025:13.16% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8442 | 3.10 | |
| 0.1701 | 11.16 | |
| 0.8172 | 61.41 | |
| -0.0118 | -2.78 | |
| 0.0149 | 2.75 |
Estimation Period:
Oct 19, 1998 to May 7, 2025
Oct 19, 1998 to May 7, 2025
News Impact Curve
Volatility Forecasts
Other Tadawul All Share TASI Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices