V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, May 17th, 2025:11.74% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8425 | 3.11 | |
| 0.1700 | 11.16 | |
| 0.8173 | 61.56 | |
| -0.0118 | -2.78 | |
| 0.0149 | 2.76 |
Estimation Period:
Oct 19, 1998 to May 15, 2025
Oct 19, 1998 to May 15, 2025
News Impact Curve
Volatility Forecasts
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