Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.49% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8645 | 3.15 | |
| 0.1707 | 11.25 | |
| 0.8165 | 61.73 | |
| -0.0108 | -2.66 | |
| 0.0136 | 2.63 |
Estimation Period:
Oct 19, 1998 to Oct 9, 2025
Oct 19, 1998 to Oct 9, 2025
News Impact Curve
Volatility Forecasts
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